LECTURE NOTES

ON

LINEAR ALGEBRA AND CALCULUS

I B. Tech I semester

Ms. P.Rajani
Assistant Professor

FRESHMAN ENGINEERING

INSTITUTE OF AERONAUTICAL ENGINEERING

(Autonomous)
Dundigal, Hyderabad - 500 043

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 MODULE-I

THEORY OF MATRICES AND HIGHER

ORDER LINEAR DIFFERENTIAL EQUATIONS

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Solution for linear systems

Matrix : A system of mn numbers real (or) complex arranged in the form of an ordered set of ‘m’ rows, each
row consisting of an ordered set of ‘n’ numbers between * + (or) ( ) (or) || || is called a matrix of order m xn.

a11 a12 .........a1n 

a 
 21 a12 .........a 2 n 
Eg: .........................  = [aij ]mxn where 1≤ i≤m, 1≤j≤n.
 
....................... 
a m1 a m 2 .......a mn 
  mxn
Some types of matrices:
1. square matrix : A square matrix A of order n x n is sometimes called as a n- rowed matrix A (or) simply a
square matrix of order n

1 1  nd
eg :   is 2 order matrix
 2 2
2. Rectangular matrix: A matrix which is not a square matrix is called a rectangular matrix,

1  1 2 
2 3 4 is a 2x3 matrix
 
3. Row matrix: A matrix of order 1xm is called a row matrix

eg: 1 2 31x3
4. Column matrix: A matrix of order nx1 is called a column matrix

1 
Eg: 1 
 
 2  3 x1

5. Unit matrix: if A= [aij] nxn such that aij = 1 for i = j and aij = 0 for i≠j, then A is called a unit matrx.

1 0 0
1 0  
Eg:I2 =   I3= 0 1 0
0 1   
0 0 1 

6. Zero matrix : it A = [aij] mxn such that aij = 0  I and j then A is called a zero matrix (or) null matrix

0 0 0
Eg: O2x3= 
0 0 0
7. Diagonal elements in a matrix: A= [aij]nxn, the elements aij of A for which i = j. i.e. (a11, a22….ann) are called
the diagonal elements of A

1 2 3

Eg: A= 4 5 6 diagonal elements are 1,5,9

7 8 9 
Note: the line along which the diagonal elements lie is called the principle diagonal of A

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 8. Diagonal matrix: A square matrix all of whose elements except those in leading diagonal are zero is
called diagonal matrix.

If d1, d2….. dn are diagonal elements of a diagonal matrix A, then A is written as A = diag
(d1,d2….dn)

3 0 0 

E.g. : A = diag (3, 1,-2)= 0 1 0

 
0 0  2

9. Scalar matrix: A diagonal matrix whose leading diagonal elements are equal is called a scalar matrix.

2 0 0

Eg : A= 0 2 0

 
0 0 2 

10. Equal matrices : Two matrices A = [aij] and b= [bij] are said to be equal if and only if (i) A and B are of
the same type(order) (ii) aij = bij for every i & j
11. The transpose of a matrix: The matrix obtained from any given matrix A, by interchanging its rows
and columns is called the transpose of A. It is denoted by A1 (or) AT.
If A = [aij] m x n then the transpose of A is A1 = [bji] n x m, where b ji = a ij Also (A1)1 = A
Note: A1 and B1 be the transposes of A and B respectively, then
(i) (A1)1 = A
(ii) (A+B)1 = A1+B1
(iii) (KA)1 = KA1, K is a scalar
(iv) (AB)1= B1A1
12. The conjugate of a matrix: The matrix obtained from any given matrix A, on replacing its elements by
corresponding conjugate complex numbers is called the conjugate of A and is denoted by A
 
Note: if A and B be the conjugates of A and B respectively then,

 
(i) A = A

(ii) A  B  A  B

(iii) ( KA)  K A (Kis a any complex number )

(iv) AB  AB

2 3i 2  5i  2  3i 2  5i 
Eg ; if A=   then A  
 i 0 4i  3  2 x 3 i 0  4i  3 2 x 3

13. The conjugate Transpose of a matrix

The conjugate of the transpose of the matrix A is called the conjugate transpose of A and is denoted by Aθ

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  
Thus A = ( A ) where A1 is the transpose of A. Now A = [aij] m×n  Aθ =[bij] n×m , where bij = a ij
θ 1

i.e. the (i,j)th element of Aθ conjugate complex of the (j, i)th element of A.

5 3  i  2i 
Eg: if A=  
0 1  i 4  i  2X3
5 0 
 1  i 
then Aθ = 3  i
2i 4i 
 
  3x2
14.
(i) Upper Triangular matrix: A square matrix all of whose elements below the leading diagonal are zero is
called an Upper triangular matrix.
1 3 8 

Eg; 0 4  5

  is an upper triangular matrix
0 0 2 

(ii) Lower triangular matrix: A square matrix all of whose elements above the leading diagonal are zero is
called a lower triangular matrix. i.e, aij=0 for i< j

4 0 0 

Eg: 5 2 0

7 3 6 
is an Lower triangular matrix

(iii) Triangular matrix: A matrix is said to be triangular matrix it is either an upper triangular matrix or a lower
triangular matrix
15. Symmetric matrix: A square matrix A =[aij] is said to be symmetric if aij = aji for every i and j
Thus A is a symmetric matrix if AT= A

a h g

Eg: h b f  is a symmetric matrix

 g f c 

16. Skew – Symmetric: A square matrix A = [aij] is said to be skew – symmetric if aij = – aji for every i and j.
 0 a  b

E.g. :  a 0 c  is a skew – symmetric matrix

 b  c 0 
Thus A is a skew – symmetric iff A= -A1 or -A= A1
Note: Every diagonal element of a skew – symmetric matrix is necessarily zero.
Since aij = -aij  aij = 0
17. Multiplication of a matrix by a scalar.
Let ‘A’ be a matrix. The matrix obtain by multiplying every element of A by a scalar K, is called the
product of A by K and is denoted by KA (or) AK
Thus: A + [aij] m×n then KA = [kaij] m×n = k[aij] m×n

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18. Sum of matrices:
Let A = [aij] m×n ,B = [bij] m×n be two matrices. The matrix C = [cij] m×n where cij = aij+bij is called the sum
of the matrices A and B.
The sum of A and B is denoted by A+B.
Thus [aij] m×n + [bij] m×n = [aij+bij] m×n and [aij+bij] m×n = [aij] m×n + [bij] m×n
19. The difference of two matrices: If A, B are two matrices of the same type then A+(-B) is taken as A – B
20. Matrix multiplication: Let A = [aik ]m×n , B = [bkj]nxp then the matrix C = [cij]mxp where cij is called the product

of the matrices A and B in that order and we write C = AB.

The matrix A is called the pre-factor & B is called the post – factor
Note: If the number of columns of A is equal to the number of rows in B then the matrices are said to be
conformable for multiplication in that order.
21. Positive integral powers of a square matrix:
Let A be a square matrix. Then A2 is defined A.A
Now, by associative law A3 = A2.A = (AA)A
= A(AA) = AA2
Similarly we have Am-1A = A Am-1 = Am where m is a positive integer
Note: In = I
On = 0
Note 1: Multiplication of matrices is distributive w.r.t. addition of matrices.
i.e, A(B+C) = AB + AC
(B+C)A = BA+CA
Note 2: If A is a matrix of order mxn then AIn = InA = A
n
22. Trace of A square matrix : Let A = [aij] n×n the trace of the square matrix A is defined as a
i 1
ii . And is

denoted by ‘tr A’
n
Thus trA = a
i 1
ii = a11+a22+ …….ann

a h g

Eg : A = h b f  then trA = a+b+c

 g f c 
Properties: If A and B are square matrices of order n and λ is any scalar, then
(i) tr (λ A) = λ tr A
(ii) tr (A+B) = trA + tr B
(iii) tr(AB) = tr(BA)
23. Idempotent matrix: If A is a square matrix such that A2 = A then ‘A’ is called idempotent matrix

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24. Nilpotent Matrix: If A is a square matrix such that Am=0 where m is a +ve integer then A is called nilpotent
matrix.

Note: If m is least positive integer such that Am = 0 then A is called nilpotent of index m
25. Involutary : If A is a square matrix such that A2 = I then A is called involuntary matrix.

26. Orthogonal Matrix: A square matrix A is said to be orthogonal if AAT  AT A  I

Examples:
cos  sin  
1. Show that A = 
cos  
is orthogonal.
 sin 
cos  sin  
Sol: Given A = 
 sin  cos  

cos   sin  
AT = 
sin  cos  

cos  sin   cos   sin  

Consider A.AT = 
 sin  cos   sin  cos  

 cos 2   sin 2   cos  sin   cos  sin  

=  
 sin  cos   cos  sin  cos 2   sin 2  

1 0
0 1   I
 
 A is orthogonal matrix.

 1 2 2 
1
2. Prove that the matrix
 2 1 2  is orthogonal.
3
2 2  1
 1 2 2 
1
Sol: Given A = 2 1 2 
3
2 2  1

 1 2 2 
1
Then A = T
 2 1 2 
3
2 2  1
 1 2 2   1 2 2 
1
Consider A .A = T
 2 1 2  2 1 2 
 
9
2 2  1 2 2  1

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 9 0 0 1 0 0
1   
= 0 9 0 = 0 1 0
9    
0 0 9 0 0 1 

A.AT = I
Similarly AT .A = I
Hence A is orthogonal Matrix
0 2b c 
 
3. Determine the values of a, b, c when a b  c is orthogonal.
 
a  b c 

Sol: - For orthogonal matrix AAT =I

0 2b c  0 a a 
  
So AAT = a b  c 2b b  b  I

   
a  b c  c  c c 

 4b 2  c 2 2b 2  c 2  2b 2  c 2  1 0 0
 2  0 1 0 
2b  c a2  b2  c2 a2  b2  c2
2
 =I=  
 2b 2  c 2 a 2  b 2  c 2 a 2  b 2  c 2  0 0 1 
 
Solving 2b2-c2 =0, a2-b2-c2 =0
We get c =  2b a2 =b2+2b2 =3b2

 a =  3b
From the diagonal elements of I
4b2+c2= 1  4b2+2b2=1 (c2=2b2)
1
b= 
6

a=  3b

1
= 
2
1
b= 
6
c =  2b
1
= 
3

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27. Determinant of a square matrix:

a11 a12 .........a1n  a11 a12 .........a1n

a  a 21 a 22 .........a 2 n
 21 a 22 .........a 2 n 
If A = .........................  then A  .........................
 
a i1 a i 2 .........a in  a i1 a i 2 .........a in
a n1 a n 2 .......a nn 
  nxn a n1 a n 2 .......a nn

28. Minors and cofactors of a square matrix

Let A =[aij] n×n be a square matrix when form A the elements of ith row and jth column are deleted the
determinant of (n-1) rowed matrix [Mij] is called the minor of aij of A and is denoted by |Mij|
The signed minor (-1) i+j |Mij| is called the cofactor of aij and is denoted by Aij..

a11 a12 a13 

a a 
If A =  21 22 a23  then
a31 a32 a33 

| A | = a11 |M11| + a12 |M12 | +a13 |M13| (or)

= a11 A11 +a12 A12 +a13 A13

1 1 3

E.g.: Find Determinant of 1 3  3 by using minors and co-factors.

 2  4  4 
1 1 3

Sol: A = 1 3  3

 2  4  4 

3 3 1 3 1 3
det A = 1 1 3
4 4 2 4 2 4
=1(-12-12)-1(-4-6)+3(-4+6)
= -24+10+6 = -8
Similarly we find det A by using co-factors also.
Note 1: If A is a square matrix of order n then KA  K n A , where k is a scalar.

Note 2: If A is a square matrix of order n, then A  A

T

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Note 3: If A and B be two square matrices of the same order, then AB  A B

29. Inverse of a Matrix: Let A be any square matrix, then a matrix B, if exists such that AB = BA =I then B is
called inverse of A and is denoted by A-1.

Note:1 (A-1)-1 = A
Note 2: I-1 = I
30. Adjoint of a matrix:
Let A be a square matrix of order n. The transpose of the matrix got from A
By replacing the elements of A by the corresponding co-factors is called the adjoint of A and is denoted by adj
A.
Note: For any scalar k, adj(kA) = kn-1 adj A

Note: The necessary and sufficient condition for a square matrix to posses’ inverse is that A  0

1 1
Note: if A  0 then A  (adj A)
A
31. Singular and Non-singular Matrices:

A square matrix A is said to be singular if A  0 .

If A  0 then ‘ A’ is said to be non-singular.

Note: 1. only non-singular matrices possess inverses.

2. The product of non-singular matrices is also non-singular.
Theorem : If A, B are invertible matrices of the same order, then
(i). (AB)-1 = B-1A-1
(ii). (A1)-1 = (A-1)1
Proof: (i). we have (B-1A-1) (AB) = B-1(A-1A)B
= B-1(I B)
= B-1B
=I
-1 -1 -1
(AB) = B A
(ii). A-1A = AA-1 = I
Consider A-1A =I
 (A-1 A)1 = I1
 A1. (A-1)1 = I
 (A1)-1 = (A-1)1
Unitary matrix:
  1
T
A square matrix A such that A = A

   
T T
i.e A A=A A =I

If A A=I then A is called Unitary matrix

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Note:The transpose of a unitary matrix is unitary.

PROBLEMS
 3 7  4i 2  5i 
 7  4i 2 3  i  then show that
1) If A= 
 2  5i 3  i 4 

A is Hermitian and iA is skew-Hermitian.

 3 7  4i 2  5i 
 3  i  then
Sol: Given A=  7  4i 2
 2  5i 3  i 4 

 3 7  4i 2  5i   3 7  4i 2  5i 
A   7  4i 3  i  And  A   7  4i 3  i 
T
2 2
 2  5i 3  i 4   2  5i 3  i 4 

 
T
A A Hence A is Hermitian matrix.

Let B= iA

 3i 4  7i 5  2i 
 4  7i 2i 1  3i 
i.e B=   then
 5  2i 1  3i 4i 

 3i 4  7i 5  2i 

B   4  7i 2i 1  3i 
 5  2i 1  3i 4i 

 3i 4  7i 5  2i   3i 4  7i  5  2i 
 B  1  3i   (1)  4  7i  2i  1  3i    B
 
T
  4  7i 2i
 5  2i 1  3i 4i   5  2i 1  3i 4i 

  B  =-B
T

 B= iA is a skew Hermitian matrix.

2) If A and B are Hermitian matrices, prove that AB-BA is a skew-Hermitian matrix.
Sol: Given A and B are Hermitan matrices

  A  A And  B   B ------------- (1)

T T

Now  AB  BA  AB  BA  
T T

 
T
 AB  B A

    B A   B   A   A  B 
T T T T T T
 AB
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  BA  AB (By (1))

   AB  BA

Hence AB-BA is a skew-Hemitian matrix.

 a  ic b  id 
3) Show that A=   is unitary if and only if a2+b2+c2+d2=1
b  id a  ic 
 a  ic b  id 
Sol: Given A=  
b  id a  ic 
 a  ic b  id 
Then A  
b  id a  ic 

 a  ic b  id 

Hence A  A    T

a  ic 
 b  id
 a  ic  b  id   a  ic b  id 
 AA    
b  id a  ic   b  id a  ic 
 a 2  b2  c 2  d 2  0
= 
 0 a b c d 
2 2 2 2

 AA  I if and only if a2  b2  c2  d 2  1

4)Show that every square matrix is uniquely expressible as the sum of a Hermitian matrix and a
skew- Hermitian matrix.

Sol. Let A be any square matrix

   A   A 
 
Now A  A

 A  A

A A   
 A  A  A  A is a Hermitian matrix.


1
2
 
A  A is also a Hermitian matrix

   A   A 
 
Now A  A

 A  A    A  A



Hence A  A is a skew-Hermitian matrix

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 
1
2
 A  A  is also a skew –Hermitian matrix.

Uniqueness:

Let A =R+S be another such representation of A

Where R is Hermitian and

S is skew-Hermitian

Then A   R  S 


 R  S 

 R  S  R  R, S   S 
R 
1
2
  1
A  A  P and S  A  A  Q
2
 
Hence P=R and Q=S
Thus the representation is unique.

 0 1  2i 
, show that I  AI  A is a unitary matrix.
1
5)Given that A=  
 1  2i 0 

1 0  0 1  2i 
Sol: we have I  A    
0 1  1  2i 0 

 1 1  2i 

1 
And
1  2i

1 0  0 1  2i 
I  A  
0 1  1  2i 0 

 1 1  2i 
=
 1  2i 1 

1  1  1  2i 
 ( I  A) 1 
 
1  4i 2  1 1  2i
 1 

1 1 1  2i 
 
6 1  2i 1 

Let B  I  AI  A
1

Page | 13
 1 1  1  2i   1  1  2i  1 1  (1  2i)(1  2i)  1  2i  1  2i 
B      
6 1  2i 1  1  2i 1  6  1  2i  1  2i (1  2i)(1  2i)  1

1   4  2  4i 
B 
6 2  4i  4 

1  4 2  4i  1  4 2  4i 
and  B   
T
Now B   
6  2  4i 4  6  2  4i 4 

1  4 2  4i   4 2  4i 
 
T
  2  4i  4 
36  2  4i 4 
B B
 

1 36 0  1 0
  I
36  0 36 0 1 

 B
T
 B 1

i.e., B is unitary matrix.

 I  AI  A is a unitary matrix.

1

6) Show that the inverse of a unitary matrix is unitary.


Sol: Let A be a unitary matrix. Then AA  I

i.e  AA   1
 I 1

  A  A1  I
1

  A1  A1  I


1
Thus A is unitary.

Problems
1). Express the matrix A as sum of symmetric and skew – symmetric matrices. Where

3 2 6

A= 2 7  1

5 4 0 
3 2 6

Sol: Given A = 2 7  1

5 4 0 

Page | 14
  3 2 5 

Then A =  2 7
T
4 
 
 6  1 0 

Matrix A can be written as A = ½ (A+AT)+ ½ (A-AT)

3 2 6  3  2 5 
1  
T
P= ½ (A+A ) =  2 7  1   2 7 4  
2 
5 4 0  6 1 0 


6 0 11  3 0 11 / 2
1
 0 14 3   0
 7 3 / 2 
2
11 3 0 11 / 2 3/ 2 0 

Q= ½ (A-AT)

3 2 6  3 2 5  0  4 1
1   
  4    4 0  5
1
=  2 7  1   2 7
2  2
5 4 0  6  1 0 
  1 5 0
0 2 1 / 2

 2 0  5 / 2 
 1 / 2 5 / 2 0 
s

A = P+Q where ‘P’ is symmetric matrix

‘Q’ is skew-symmetric matrix.

Sub – Matrix: Any matrix obtained by deleting some rows or columns or both of a given matrix is called is sub
matrix.

1 5 6 7 
  8 9 10
E.g.: Let A = 8 9 10 5 . Then 3 4 5  is a sub matrix of A obtained by deleting first row and
 
3 4 5 1   2 x3

4th column of A.

Minor of a Matrix: Let A be an m x n matrix. The determinant of a square sub matrix of A is called a minor of
the matrix.
Note: If the order of the square sub matrix is‘t’ then its determinant is called a minor of order is‘t’.

Page | 15
 2 1 1
3 1 2 
Eg: A = 
1 2 3
 
5 6 7  4X3 be a matrix
2 1
B   is a sub-matrix of order ‘2’
3 1
B = 2-3 = -1 is a minor of order ‘2’

2 1 1 
 C  3 1 2 is a sub-matrix of order ‘3’
5 6 7

detc= 2(7-12)-1(21-10)+(18-5)
= 2(-5)-1(11)+1(13)
= -10-11+13 = -8 is a minor of order ‘3’
*Rank of a Matrix:
Let A be m x n matrix. If A is a null matrix, we define its rank to be ‘0’. If A is a non-zero matrix, we say
that r is the rank of A if
(i) Every (r+1)th order minor of A is ‘0’ (zero) &
(ii) At least one rth order minor of A which is not zero.
Note: 1. It is denoted by ρ (A)
2. Rank of a matrix is unique.
3. Every matrix will have a rank.
4. If A is a matrix of order mxn,
Rank of A ≤ min (m,n)
5. If ρ(A) = r then every minor of A of order r+1, or more is zero.
6. Rank of the Identity matrix In is n.
7. If A is a matrix of order n and A is non-singular then ρ(A) = n

Important Note:
1. The rank of a matrix is ≤r if all minors of (r+1)th order are zero.
2. The rank of a matrix is ≥r, if there is at least one minor of order ‘r’ which is not equal to zero.

PROBLEMS
1 2 3 

1. Find the rank of the given matrix 3 4 4

 
7 10 12

Page | 16
 1 2 3 

Sol: Given matrix A = 3 4 4

 
7 10 12

→ det A = 1(48-40)-2(36-28)+3(30-28)
= 8-16+6 = -2 ≠ 0

We have minor of order 3

ρ(A) =3

1 2 3 4

2. Find the rank of the matrix 5 6 7 8 

8 7 0 5 

Sol: Given the matrix is of order 3x4

Its Rank ≤ min(3,4) = 3
Highest order of the minor will be 3.

1 2 3 

Let us consider the minor 5 6 7

 
8 7 0 

Determinant of minor is 1(-49)-2(-56)+3(35-48)

= -49+112-39 = 24 ≠ 0.
Hence rank of the given matrix is ‘3’.
* Elementary Transformations on a Matrix:
i). Interchange of ith row and jth row is denoted by Ri ↔ Rj
(ii). If ith row is multiplied with k then it is denoted by Ri K Ri
(iii). If all the elements of ith row are multiplied with k and added to the corresponding elements of jth row
then it is denoted by Rj  Rj +KRi
Note: 1. The corresponding column transformations will be denoted by writing ‘c’. i.e
ci ↔cj, ci  k cj cj  cj + kci
2. The elementary operations on a matrix do not change its rank.
Equivalence of Matrices: If B is obtained from A after a finite number of elementary transformations on A,
then B is said to be equivalent to A.
It is denoted as B~A.
Note : 1. If A and B are two equivalent matrices, then rank A = rank B.

Page | 17
 2. If A and B have the same size and the same rank, then the two matrices are equivalent.
Echelon form of a matrix:
A matrix is said to be in Echelon form, if
(i). Zero rows, if any exists, they should be below the non-zero row.
(ii). the first non-zero entry in each non-zero row is equal to ‘1’.
(iii). the number of zeros before the first non-zero element in a row is less than the number of such zeros in
the next row.
Note: 1. the number of non-zero rows in echelon form of A is the rank of ‘A’.
2. The rank of the transpose of a matrix is the same as that of original matrix.

3. The condition (ii) is optional.

1 0 0 0
0 1 0 0
E.g.: 1.  is a row echelon form.
0 0 1 1
 
0 0 0 0 

1 0 0 0 0 0
3.
0 1 0 0 0 0  is a row echelon form.

0 0 0 0 0 0

PROBLEMS

2 3 7 
 
1. Find the rank of the matrix A = 3  2 4 by reducing it to Echelon form.
 
1  3  1 
2 3 7 

sol: Given A = 3  2 4

 
1  3  1 
Applying row transformations on A.
1  3  1
 
A ~ 3  2 4 R1 ↔ R 3
 
2 3 7 
1  3  1 

~ 0 7 7 R2 → R2 –3R1

0 9 9 
R3→ R3 -2R1
1  3  1
 
~ 0 1 1 R2 → R2/7,R3→ R3/9
 
0 1 1 
Page | 18
 1  3  1
 
~ 0 1 1 R3 → R3 –R2
 
0 0 0 
This is the Echelon form of matrix A.
The rank of a matrix A.
= Number of non – zero rows =2

4 4  3 1 
1 1 1 0 
2. For what values of k the matrix  has rank ‘3’.
k 2 2  2
 
9 9 k 3 
Sol: The given matrix is of the order 4x4
If its rank is 3  det A =0

4 4  3 1 
1 1 1 0 
A= 
k 2 2  2
 
9 9 k 3 

Applying R2 → 4R2-R1, R3 →4R3 – kR1, R4 → 4R4 – 9R1

4 4 3 1 
0 0 1  1 
We get A ~ 
0 8  4k 8  3k 8  k 
 
0 0 4k  27 3

Since Rank A = 3  det A =0

0 1 1
 4 8  4k 8  3k 8  k  0
0 4k  27 3
 1[(8-4k)3]-1(8-4k)(4k+27)] = 0
 (8-4k) (3-4k-27) = 0
 (8-4k)(-24-4k) =0
 (2-k)(6+k)=0
 k =2 or k = -6

Normal Form:

Page | 19
  I r 0 Ir   I 0
Every mxn matrix of rank r can be reduced to the form   (or) (Ir ) (or)   (or)  r  by
0 0  0   
a finite number of elementary transformations, where Ir is the r – rowed unit matrix.
Note: 1. If A is an mxn matrix of rank r, there exists non-singular matrices P and Q such that PAQ =
 I r 0
 
0 0 
Normal form another name is “canonical form”

1 2 3 4 

e.g.: By reducing the matrix 2 1 4 3
 into normal form, find its rank.
 
3 0 5 10
1 2 3 4 

Sol: Given A = 2 1 4 3

 
3 0 5 10

1 2 3 4 

A~ 0 3 2 5  R2 → R2 – 2R1

0  6  4  22
R3 → R3 – 3R1

1 2 3 4 

A~ 0 3 2  5 R3 → R3/-2

0 3 2 11 

1 2 3 4 

A~ 0 3 2  5 R3 → R3+R2

0 0 0 6 

0 0 0 0 

A~ 0 3 2  5 c2→ c2 - 2c1, c3→c3-3c1, c4→c4-4c1

0 0 0 6 
1 0 0 0

A~ 0 3 0 0  c3 → 3 c3 -2c2, c4→3c4-5c2

0 0 0 18
1 0 0 0

A~ 0 1 0 0  c2→c2/-3, c4→c4/18

0 0 0 1 

Page | 20
 1 0 0 0

A~ 0 1 0 0  c4 ↔ c3

0 0 1 0 
This is in normal form [I3 0]
Hence Rank of A is ‘3’.
Gauss – Jordan method
 The inverse of a matrix by elementary Transformations: (Gauss – Jordan method)
1. suppose A is a non-singular matrix of order ‘n’ then we write A = In A
2. Now we apply elementary row-operations only to the matrix A and the pre-factor In of the
R.H.S
3. We will do this till we get In = BA then obviously B is the inverse of A.

1 6 4

Find the inverse of the matrix A using elementary operations where A= 0 2 3

 
0 1 2 
Sol:
1 6 4

Given A = 0 2 3

 
0 1 2 

We can write A = I3 A

1 6 4 1 0 0
0 2 3  = 0 1 0  A
  
0 1 2  0 0 1 

Applying R3 →2R3-R2, we get

1 6 4 1 0 0 
0 2 3  = 0 1 0  A
  
0 0 1  0  1 2
Applying R1→R1-3R2, we get

1 0  5 1  3 0 
0 2 3  = 0 1 0  A
   
0 0 1  0  1 2
Applying R1 → R1+5R3, R2 → R2-3R3 , we get

1 0 0 1  8 10 
0 2 0  = 0 4  6  A
  
0 0 1  0  1 2
Applying R2 → R2/2, we get

Page | 21
 1 0 0 1  8 10 
0 1 0  = 0 2  3  A I = BA
   3

0 0 1  0  1 2

B is the inverse of A.

= 1(10+6)-2(15-1)+3(-18+2)
=16+32-48=0

HIGHER ORDER LINEAR DIFFERENTIAL

EQUATIONS
LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER

Page | 22
Definition: An equation of the form + P1(x) + P2(x) + --------+

Pn(x) .y = Q(x) Where P1(x), P2(x), P3(x)… …..Pn(x) and Q(x) (functions of x) continuous is called
a linear differential equation of order n.
LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Def: An equation of the form + P1 + P2 + --------+ Pn .y = Q(x) where P1, P2,

P3,…..Pn, are real constants and Q(x) is a continuous function of x is called an linear differential
equation of order ‘ n’ with constant coefficients.
Note:

1. Operator D = ; D2 = ; …………………… Dn =

Dy = ; D2 y= ; …………………… Dn y=

2. Operator Q= i e D-1Q is called the integral of Q.

To find the general solution of f(D).y = 0 :

Where f(D) = Dn + P1 Dn-1 + P2 Dn-2 +-----------+Pn is a polynomial in D.
Now consider the auxiliary equation : f(m) = 0
i.e f(m) = mn + P1 mn-1 + P2 mn-2 +-----------+Pn = 0
where p1,p2,p3 ……………pn are real constants.
Let the roots of f(m) =0 be m1, m2, m3,…..mn.
Depending on the nature of the roots we write the complementary function
as follows:

Page | 23
 Consider the following table
S.No Roots of A.E f(m) =0 Complementary function(C.F)
1. m1, m2, ..mn are real and distinct. yc = c1em1x+ c2e m2x +…+ cnemnx
2. m1, m2, ..mn are and two roots are
equal i.e., m1, m2 are equal and yc = (c1+c2x)em1x+ c3em3x +…+ cnemnx
real(i.e repeated twice) &the rest
are real and different.
3. m1, m2, ..mn are real and three yc = (c1+c2x+c3x2)em1x + c4em4x+…+ cnemnx
roots are equal i.e., m1, m2 , m3 are
equal and real(i.e repeated thrice)
&the rest are real and different.

4. Two roots of A.E are complex say yc = (c1 cos x + c2sin x)+ c3em3x +…+ cnemnx
+i -i and rest are real and
distinct.
5. If ±i are repeated twice & rest yc = [(c1+c2x)cos x + (c3+c4x) sin x)]+ c5em5x
are real and distinct +…+ cnemnx
6. If ±i are repeated thrice & rest yc = [(c1+c2x+ c3x2)cos x + (c4+c5x+ c6x2) sin
are real and distinct x)]+ c7em7x +……… + cnemnx
7. If roots of A.E. irrational say  
yc  ex c1 cosh  x  c2 sinh  x  c3em x  .......  cnem x
3 n

   and rest are real and

distinct.

Solve the following Differential equations :

1. Solve -3 + 2y = 0

: Given equation is of the form f(D).y = 0

Where f(D) = (D3 -3D +2) y = 0
Now consider the auxiliary equation f(m) = 0
f(m) = m3 -3m +2 = 0  (m-1)(m-1)(m+2) = 0
 m = 1 , 1 ,-2
Since m1 and m2 are equal and m3 is -2

We have yc = (c1+c2x)ex + c3e-2x

2. Solve (D4 -2 D3 - 3 D2 + 4D +4)y = 0
Sol: Given f(D) = (D4 -2 D3 - 3 D2 + 4D +4) y = 0
 A.equation f(m) = (m4 -2 m3 - 3 m2 + 4m +4) = 0
 (m + 1)2 (m – 2)2 = 0
 m= -1 , -1 , 2 , 2

Page | 24
  yc = (c1+c2x)e-x +(c3+c4x)e2x
3. Solve (D4 +8D2 + 16) y = 0
Sol: Given f(D) = (D4 +8D2 + 16) y = 0
Auxiliary equation f(m) = (m4 +8 m2 + 16) = 0
 (m2 + 4)2 = 0
 (m+2i)2 (m+2i)2 = 0
 m= 2i ,2i , -2i , -2i
Yc = [(c1+c2x)cos x + (c3+c4x) sin x)]
4. Solve y +6y +9y = 0 ; y(0) = -4 , y1(0) = 14
11 1

Sol: Given equation is y11+6y1+9y = 0

f(D) y = 0  (D2 +6D +9) y = 0
Auxiliary equationf(m) = 0  (m2 +6m +9) = 0
 m = -3 ,-3
yc = (c1+c2x)e-3x -------------------> (1)
Differentiate of (1) w.r.to x  y1 =(c1+c2x)(-3e-3x ) + c2(e-3x )
Given y1 (0) =14  c1 = -4 & c2 =2
Hence we get y =(-4 + 2x) (e-3x )
5. Solve 4y111 + 4y11 +y1 = 0
Sol: Given equation is 4y111 + 4y11 +y1 = 0
That is (4D3+4D2+D)y=0
Auxiliary equation f(m) = 0
4m3 +4m2 + m = 0
m(4m2 +4m + 1) = 0
m( =0
m = 0 , -1/2 ,-1/2
y =c1+ (c2+ c3x) e-x/2
6. Solve (D2 - 3D +4) y = 0
Sol: Given equation (D2 - 3D +4) y = 0
A.E. f(m) = 0
m2-3m + 4 = 0

m= =

  i = 
3
i
7
2 2

y= (c1 cos x + c2sin x)

General solution of f(D) y = Q(x)
Is given by y = yc + yp
i.e. y = C.F+P.I
Page | 25
 Where the P.I consists of no arbitrary constants and P.I of f (D) y = Q(x)

Is evaluated as P.I = . Q(x)

Depending on the type of function of Q(x).

P.I is evaluated as follows:
1. P.I of f (D) y = Q(x) where Q(x) =eax for (a) ≠ 0

Case1: P.I = . Q(x) = eax = eax

Provided f(a) ≠ 0
Case 2: If f(a) = 0 then the above method fails. Then
if f(D) = (D-a)k (D)
(i.e ‘ a’ is a repeated root k times).

Then P.I = eax . xk provided (a) ≠ 0

2. P.I of f(D) y =Q(x) where Q(x) = sin ax or Q(x) = cos ax where ‘ a ‘ is constant then P.I =

. Q(x).

sin ax
Case 1: In f(D) put D2 = - a2 f(-a2) ≠ 0 then P.I =

f  a2 
Case 2: If f(-a2) = 0 then D2 + a2 is a factor of (D2) and hence it is a factor of f(D). Then let
f(D) = (D2 + a2) .Ф(D2).
sin ax sin ax 1 sin ax 1  x cos ax
 2  
Then
f ( D ) ( D  a ) ( D )  (  a ) D  a
2 2 2 2 2
 a 2
2a  
cos ax cos ax 1 cos ax 1 x sin ax
 2  
f ( D ) ( D  a ) ( D )  (  a ) D  a
2 2 2 2 2
 a 2
2a  

3. P.I for f(D) y = Q(x) where Q(x) = xk where k is a positive integer f(D) can be express as
f(D) =[1± ]

Express = = [1± ] -1

Hence P.I = Q(x).

= [1± ] -1 .xk

4. P.I of f(D) y = Q(x) when Q(x) = eax V where ‘a’ is a constant and V is function of x.
where V =sin ax or cos ax or xk

Then P.I = Q(x)

= eax V

Page | 26
 = eax [ (V)]

& V is evaluated depending on V.

5. P.I of f(D) y = Q(x) when Q(x) = x V where V is a function of x.

Then P.I = Q(x)

= xV

= [x - f1(D)] V

6. i. P.I. of f(D)y=Q(x) where Q(x)=xmv where v is a function of x.

1 1 1
Then P.I. =  Q( x )  x mv  I .P. of x m (cos ax  i sin ax)
f ( D) f ( D) f ( D)
1
 I .P. of x meiax
f ( D)
1 1
ii. P.I.  x m cos ax  R.P. of x meiax
f ( D) f ( D)
Formulae

1. = (1 – D)-1 = 1 + D + D2 + D3 + ------------------

2. = (1 + D)-1 = 1 - D + D2 - D3 + ------------------

3. = (1 – D)-2 = 1 + 2D + 3D2 + 4D3 + ------------------

4. = (1 + D)-2 = 1 - 2D + 3D2 - 4D3 + ------------------

5. = (1 – D)-3 = 1 + 3D + 6D2 + 10D3 + ------------------

6. = (1 + D)-3 = 1 - 3D + 6D2 - 10D3 + ------------------

I. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS:

1. Find the Particular integral of f(D) y = when f(a) ≠0
2. Solve the D.E (D2 + 5D +6) y = ex
3. Solve y11+4y1+4y = 4 e3x ; y(0) = -1 , y1(0) = 3
4. Solve y11 + 4y1 +4y= 4cosx+3sinx , y(0) = 1 , y1(0) = 0
5. Solve (D2+9) y = cos3x

Page | 27
 6. Solve y111 + 2y11 - y1 – 2y = 1-4x3
7. Solve the D.E (D3 - 7 D2 + 14D - 8) y = ex cos2x
8. Solve the D.E (D3 - 4 D2 -D + 4) y = e3x cos2x
9. Solve (D2 - 4D +4) y =x2sinx + e2x + 3

10. Apply the method of variation parameters to solve + y = cosecx

11. Solve = 3x + 2y , + 5x + 3y =0

12. Solve (D2 + D - 3) y =x2e-3x

13. Solve (D2 - D - 2) y =3e2x ,y(0) = 0 , y1 (0) = -2
SOLUTIONS:
1) Particular integral of f(D) y = when f(a) ≠0
Working rule:
Case (i):
In f(D), put D=a and Particular integral will be calculated.

Particular integral= = provided f(a) ≠0

Case (ii) :
If f(a)= 0 , then above method fails. Now proceed as below.

If f(D)= (D-a)K (D)

i.e. ‘a’ is a repeated root k times, then

Particular integral= . provided (a) ≠0

2. Solve the Differential equation(D2+5D+6)y=ex

Sol : Given equation is (D2+5D+6)y=ex

Here Q( x) =e x

Auxiliary equation is f(m) = m2+5m+6=0

m2+3m+2m+6=0

m(m+3)+2(m+3)=0

m=-2 or m=-3

The roots are real and distinct

C.F = yc= c1e-2x +c2 e-3x

Page | 28
Particular Integral = yp= . Q(x)

= ex = ex

Put D = 1 in f(D)

P.I. = ex

Particular Integral = yp= . ex

General solution is y=yc+yp

y=c1e-2x+c2 e-3x +

3) Solve y11-4y1+3y=4e3x, y(0) = -1, y1(0) = 3

Sol : Given equation is y11-4y1+3y=4e3x

i.e. -4 +3y=4e3x

it can be expressed as
D2y-4Dy+3y=4e3x
(D2-4D+3)y=4e3x
Here Q(x)=4e3x; f(D)= D2-4D+3
Auxiliary equation is f(m)=m2-4m+3 = 0
m2-3m-m+3 = 0
m(m-3) -1(m-3)=0 => m=3 or 1
The roots are real and distinct.
C.F= yc=c1e3x+c2ex ---- (2)

P.I.= yp= . Q(x)

= yp= . 4e3x

= yp= . 4e3x

Put D=3
4e3 x 4 e3 x x1
yp    2 e3 x  2 xe 3 x
3  1D  3 2 D  3 1!
General solution is y=yc+yp
y=c1e3x+c2 ex+2xe3x ------------------- (3)

Page | 29
Equation (3) differentiating with respect to ‘x’

y1=3c1e3x+c2ex+2e3x+6xe3x ----------- (4)

By data, y(0) = -1 , y1(0)=3
From (3), -1=c1+c2 ------------------- (5)
From (4), 3=3c1+c2+2
3c1+c2=1 ------------------- (6)
Solving (5) and (6) we get c1=1 and c2 = -2
y=-2e x +(1+2x)e3x
(4). Solve y11+4y1+4y= 4cosx + 3sinx, y(0) = 0, y1(0) = 0

Sol: Given differential equation in operator form

( )y= 4cosx +3sinx

A.E is m2+4m+4 = 0

(m+2)2=0 then m=-2, -2

C.F is yc= (c1 + c2x)

P.I is = yp= put = -1

yp= =

Put = -1

yp=

= = = sinx

General equation is y = yc+ yp

y = (c1 + c2x) + sinx ------------ (1)

By given data, y(0) = 0 c1 = 0 and

Diff (1) w.r.. t. y1 = (c1 + c2x) + (c2) +cosx ------------ (2)

given y1(0) = 0

(2)  -2c1 + c2+1=0 c2 = -1

Page | 30
 Required solution is y = +sinx

5. Solve (D2+9)y = cos3x

Sol:Given equation is (D2+9)y = cos3x

A.E is m2+9 = 0

m= 3i

yc = C.F = c1 cos3x+ c2sin3x

yc =P.I = =

= sin3x = sin3x

General equation is y = yc+ yp

y = c1cos3x + c2cos3x + sin3x

6. Solve y111+2y11 - y1-2y= 1-4x3

Sol:Given equation can be written as

= 1-4x3

A.E is =0

( (m+2) = 0

m=- 2

m = 1, -1, -2

C.F =c1 + c2 + c3

P.I = 1  4x 
3

= 1  4 x3 )

= 1  4 x3 )

Page | 31
 = [1+ + + 
+ …..+ 1  4 x
3

1  1 3
 
2  2
 1 1
 
1  D  2 D 2  D  D 2  4 D3   D3   1  4 x 
3

4 8 

= [1- + - D] 1-4 )

= [(1-4 )- + - (-12

= [-4x3+6x2 -30x +16] =

= [2x3-3x2 +15x -8]

The general solution is

y= C.F + P.I

y= c1 + c2 + c3 + [2x3-3x2 +15x -8]

7. Solve -8)y = cos2x

Given equation is

-8)y = cos2x

A.E is =0

(m-1) (m-2)(m-4) = 0

Then m = 1,2,4

C.F = c1 + c2 + c3

P.I =

= . . Cos2x

 1 1 
 P.I  f ( D) e v  e f D  a  v 
ax ax

 

Page | 32
 = . .cos2x

= . .cos2x (Replacing D2 with -22)

= . .cos2x

= . .cos2x

= . .cos2x

= . .cos2x

= (16cos2x – 2sin2x)

2e x
 8 cos 2 x  sin 2 x 
260

ex
 8 cos 2 x  sin 2 x 
130

General solution is y = yc + yp

ex
y  c1e x  c2e 2 x  c3e 4 x  8 cos 2 x  sin 2 x 
130

8. Solve +4)y = +3

Sol:Given +4)y = +3

A.E is =0

( = 0 then m=2,2

C.F. = (c1 + c2x)

P.I = = + (3)

Now )= ) (I.P of )

= I.P of ) )

= I.P of . )

On simplification, we get
Page | 33
 = [(220x+244)cosx+(40x+33)sinx]

and )= ),

P.I = [(220x+244)cosx+(40x+33)sinx] + )+

y = yc+ yp

y= (c1 + c2x) + [(220x+244)cosx+(40x+33)sinx] + )+

Variation of Parameters :

Working Rule :

d2y
 P x   Q( x ) y  R
dy
1. Reduce the given equation of the form 2
dx dx
2. Find C.F.
vRdx uRdx
3. Take P.I. yp=Au+Bv where A=   and B   1
uv  vu
1 1
uv  vu1
4. Write the G.S. of the given equation y  yc  y p

9. Apply the method of variation of parameters to solve + y = cosecx

Sol: Given equation in the operator form is ( ----------------(1)

A.E is =0

 m  i

The roots are complex conjugate numbers.

C.F. is yc=c1cosx + c2sinx

Let yp = Acosx + Bsinx be P.I. of (1)

u -v = =1

A and B are given by

vRdx
A=   - dx = - =-x
uv1  vu1

uRdx
B=  = = log(sinx)
uv1  vu1

yp= -xcosx +sinx. log(sinx)

Page | 34
 General solution is y = yc+ yp.

y = c1cosx + c2sinx-xcosx +sinx. log(sinx)

10. Solve ( +1)y = 100

Sol:A.E is =0

( then m = .

C.F = (c1+c2x)

P.I = = = = 100

Hence the general solution is y = C.F +P.I

y= (c1+c2x)

Page | 35
 MODULE-II

LINEAR TRANSFORMATIONS AND DOUBLE

INTEGRALS

Page | 36
Cayley - Hamilton Theorem:
Statement:
Every square matrix satisfies its own characteristic equation
PROBLEMS

1. Show that the matrix A = satisfies its characteristic equation Hence find A-1

Sol: Characteristic equation of A is det (A-λI) = 0

 C2  C2+C3

By Cayley – Hamilton theorem, we have A3-A2+A-I=0

1  2 2  1 0 0   1 2  2
A  1  2 3 A2   1  1 2 A3   2 2  1
0  1 2  1 0 1   1 1 0 

  1 2  2  1 0 0 1  2 2 1 0 0
A  A  A  I   2 2  1   1  1 2  1  2 3  0 1 0
3 2

  1 1 0   1 0 1 0  1 2 0 0 1

Multiplying with A–1 we get A2 – A + I =A–1

 1 0 0 1  2 2 1 0 0   1 2  2
A   1  1 2  1  2 3  0 1 0   2 2  1
1

 1 0 1 0  1 2 0 0 1   1 1 0 

2)Using Cayley - Hamilton Theorem find the inverse and A4 of the matrix A =

Page | 37
 Sol: Let A =

The characteristic equation is given by |A-λI|=0

7 2 2
i.e.,  6  1   2 0
6 2 1 

By Cayley – Hamilton theorem we have A3-5A2+7A-3I=0…..(1)

Multiply with A-1 we get
A-1

 25 8  8  79 26  26
A2   24  7 8  A3   78  25 26 
 24 8  7  78 26  25

 3  2 2 
A   6 5  2
1
1

3
 6  2 5 

 395 130  130  175 56  56  21 6  6

  390  125 130    168  49 56    18  3 6 
 390 130  125  168 56  69  18 6  3

 241 80  80
  240  79 80 
 240 80  79
Problem

Verify Cayley – Hamilton Theorem for A = . Hence find A-1.

Linear dependence and independence of Vectors:

Show that the vectors (1,2,3), (3,-2,1), (1,-6,-5) from a linearly dependent set.

Page | 38
 1  3 1
     
Sol. The Given Vector X 1  2 X 2   2 X 3   6
3  1    5
The Vectors X1, X2, X3 from a square matrix.

1 3 1
Let A  2  2  6

3 1  5

1 3 1
Then A  2  2  6

3 1  5

= 1(10+6)-2(15-1)+3(-18+2)
=16+32-48=0

The given vectors are linearly dependent  |A|=0

Show that the Vector X1=(2,2,1), X2=(1,4,-1) and X3=(4,6,-3) are linearly independent.
Sol. Given Vectors X1=(2,-2,1) X2=(1,4,-1) and X3=(4,6,-3) The Vectors X1, X2, X3 form a square
matrix.
2 1 4

A   2 4 6 
 1  1  3

2 1 4

Then A   2 4 6 
 1  1  3

=2(-12+6)+2(-3+4)+1(6-16)
=-20≠ 0
 The given vectors are linearly independent
 |A|≠0

Eigen Values & Eigen Vectors

Def: Characteristic vector of a matrix:
Let A= [ aij] be an n x n matrix. A non-zero vector X is said to be a Characteristic Vector of A if there exists a
scalar such that AX=λX.
Note: If AX=λX (X≠0), then we say ‘λ’ is the Eigen value (or) characteristic root of ‘A’.

Page | 39
 5 4 1
Eg: Let A= X=
1 2 −1
5 4 1 1 1
AX = = = 1.
1 2 −1 −1 −1
= 1. 𝑋

1
Here Characteristic vector of A is and Characteristic root of A is “1”.
−1

Note: We notice that an Eigen value of a square matrix A can be 0. But a zero vector cannot be an Eigen
vector of A.
Method of finding the Eigen vectors of a matrix.
Let A = [aij] be a nxn matrix. Let X be an Eigen vector of A corresponding to the Eigen value λ.
Then by definition AX = λX.
 AX = λIX
 AX –λIX = 0
 (A-λI)X = 0 ------- (1)

This is a homogeneous system of n equations in n unknowns. Will have a non-zero solution X if and only
|A-λI| = 0
- A-λI is called characteristic matrix of A
- |A-λI| is a polynomial in λ of degree n and is called the characteristic polynomial of A
- |A-λI|=0 is called the characteristic equation
Solving characteristic equation of A, we get the roots, 𝜆1, 𝜆2, 𝜆3, … … . 𝜆𝑛, these are called the characteristic
roots or Eigen values of the matrix.
- Corresponding to each one of these n Eigen values, we can find the characteristic vectors.
Procedure to find Eigen values and Eigen vectors

𝑎11 𝑎12 … … 𝑎1𝑛

𝑎21 𝑎22 … . . 𝑎2𝑛
Let A = … … . ……. … … . 𝑏𝑒 𝑎 𝑔𝑖𝑣𝑒𝑛 𝑚𝑎𝑡𝑟𝑖𝑥
𝑎𝑛1 𝑎𝑛2 … … . 𝑎𝑛𝑛
𝐶𝑕𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑚𝑎𝑡𝑟𝑖𝑥 𝑜𝑓 𝐴 𝑖𝑠 𝐴 − λI
 11
a   a12  a1n 
 a a22    a2 n 
i.e., A   I   21

     
 
 an1 an 2  ann   

Then the characteristic polynomial is A  I

a11   a12 ... a1n
a21 a22   ... a2 n
say    A  I 
... ... ... ...
an1 an 2 ... ann  

Page | 40
The characteristic equation is |A-λI| = 0 we solve the ∅ λ = A − λI = 0, we get n roots, these are called
Eigen values or latent values or proper values.
Let each one of these Eigen values say λ their Eigen vector X corresponding the given value λ is obtained by
solving Homogeneous system

 a11   a12  a1n   x1  0 

 a a22    a2 n   x2  0 
 21  and determining the non-trivial solution.
        
    
 an1 an 2  ann     xn  0 

PROBLEMS

Find the Eigen values and the corresponding Eigen vectors of 8 −4

2 2
8 −4
𝑠𝑜𝑙: 𝐿𝑒𝑡 𝐴 =
2 2
𝐶𝑕𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑚𝑎𝑡𝑟𝑖𝑥 = 𝐴 − λI
8 − λ −4
=
2 2−λ
Characteristic equation of A is A   I  0
8 − λ −4
⟹ =0
2 2−λ
⟹ 8−λ 2−λ +8 = 0
⟹ 16 + λ2 − 10λ + 8 = 0
⟹ λ2 − 10 λ + 24 = 0
⟹ λ−6 λ−4 = 0
⟹ λ = 6, 4 are eigen values of A
8 − λ −4 𝑥1
𝐶𝑜𝑛𝑠𝑖𝑑𝑒𝑟 𝑠𝑦𝑠𝑡𝑒𝑚 𝑥2 = 0
2 2−λ
Eigen vector corresponding to λ = 4
Put λ = 4 in the above system, we get
4 −4 𝑥1 0
2 −2 𝑥2 = 0
⟹ 4𝑥1 − 4𝑥2 = 0 − − − 1
2𝑥1 − 2𝑥2 = 0 − − − 2
𝑓𝑟𝑜𝑚 1 𝑎𝑛𝑑 2 𝑤𝑒 𝑕𝑎𝑣𝑒 𝑥1 = 𝑥2
Let x1 = 

 x    1
Eigen vector is  1        
 x2    1
1
𝑖𝑠 𝑎 𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑜𝑓 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴, 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑒𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒 𝜆 = 4
1

Page | 41
Eigen Vector corresponding to λ = 6
𝑝𝑢𝑡 λ = 6 in the above system, we get
2 −4 𝑥1 0
=
2 −4 𝑥2 0

⟹ 2𝑥1 − 4𝑥2 = 0 − − − 1

2𝑥1 − 4𝑥2 = 0 − − − 2
from (1) and (2) we have x1 = 2x2
Say x2    x1  2

 2   2
Eigen vector       
  1 
2
𝑖𝑠 𝑒𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑜𝑓 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑒𝑖𝑔𝑒𝑛 𝑣𝑎𝑙𝑢𝑒 𝜆 = 6
1
2 0 1
Find the eigen values and the corresponding eigen vectors of matrix 0 2 0
1 0 2
2 0 1
Sol: Let A = 0 2 0
1 0 2
The characteristic equation is |A-λI|=0
2−λ 0 1
i.e. |A-λI| = 0 2−λ 0 =0
1 0 2−λ
2
⟹ 2−λ 2−λ −0+ − 2−λ =0
⟹ 2 − λ 3— λ − 2 = 0
2
⟹ λ−2 – λ−2 −1 =0
2
⟹ λ − 2 −λ + 4λ − 3 = 0
⟹ λ−2 λ−3 λ−1 = 0
 λ=1,2,3
The eigen values of A is 1,2,3.

𝐹𝑜𝑟 𝑓𝑖𝑛𝑑𝑖𝑛𝑔 𝑒𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑡𝑕𝑒 𝑠𝑦𝑠𝑡𝑒𝑚 𝑖𝑠 𝐴 − λI X = 0

2−λ 0 1 𝑥1 0
⟹ 0 2−λ 0 𝑥2 = 0
1 0 2 − λ 𝑥3 0
𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑡𝑜 λ = 1
1 0 1 𝑥1 0
0 1 0 𝑥2 = 0
1 0 1 𝑥3 0
Page | 42
 𝑥1 + 𝑥3 = 0

𝑥2 = 0
𝑥1 + 𝑥3 = 0
𝑥1 = −𝑥3 , 𝑥2 = 0
𝑠𝑎𝑦 𝑥3 = 𝛼
𝑥1 = −𝛼 𝑥2 = 0, 𝑥3 = 𝛼
𝑥1 −𝛼 −1
𝑥2 = 0 = 𝛼 0
𝑥3 𝛼 1
−1
0 𝑖𝑠 𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟
1
𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑡𝑜 λ = 2
0 0 1 𝑥1 0
0 0 0 𝑥2 = 0
1 0 0 𝑥3 0
𝐻𝑒𝑟𝑒 𝑥1 = 0 𝑎𝑛𝑑 𝑥3 = 0 𝑎𝑛𝑑 𝑤𝑒 𝑐𝑎𝑛 𝑡𝑎𝑘𝑒 𝑎𝑛𝑦 𝑎𝑟𝑏𝑖𝑡𝑎𝑟𝑦 𝑣𝑎𝑙𝑢𝑒 𝑥2 𝑖. 𝑒 𝑥2 = 𝛼 𝑠𝑎𝑦

𝑥1 0 0
𝑥2 = 𝛼 = 𝛼 1
𝑥3 0 0
0
𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑖𝑠 1
0
𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑡𝑜 λ = 3
−1 0 1 𝑥1 0
0 −1 0 𝑥 2 = 0
1 0 −1 𝑥3 0
−𝑥1 + 𝑥3 = 0
−𝑥2 = 0
𝑥1 − 𝑥3 = 0
𝑕𝑒𝑟𝑒 𝑏𝑦 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 𝑥1 = 𝑥3 , 𝑥2 = 0 𝑠𝑎𝑦 𝑥3 =∝
𝑥1 =∝ , 𝑥2 = 0 , 𝑥3 =∝

 x1    1
 x    0    0 
 2    
 x3    1
1
𝐸𝑖𝑔𝑒𝑛 𝑣𝑒𝑐𝑡𝑜𝑟 𝑖𝑠 0
1

Page | 43
Properties of Eigen Values:
Theorem 1: The sum of the eigen values of a square matrix is equal to its trace and product of the eigen
values is equal to its determinant.

1 2 3
 
Example: if A= 0 2 5 then trace=1+2+1=4 and determinant=15
2  1 1

Theorem 2: If is an Eigen value of A corresponding to the Eigen vector X, then is Eigen value An

corresponding to the Eigen vector X.

1 0 0
 
Example: if A= 0 2 0 then Eigen values of A3are 1,8,1
0 0 1

Theorem 3: A Square matrix A and its transpose AT have the same Eigen values.

1 0 0
 
Example: if A= 0 2 0 then Eigen values of AT are 1,2,1.
0 0 1

Theorem 4: If A and B are n-rowed square matrices and If A is invertible show that A-1B and B A-1 have same
Eigen values.

Theorem 5: If 1 , 2 ,...........n are the Eigen values of a matrix A then k 1, k 2, ….. k n are the Eigen value

of the matrix KA, where K is a non-zero scalar.

Example:
If 1,2,3 are eigen values of A then eigen values of 3A are 3,3,9
Theorem 6: If is an Eigen values of the matrix A then +K is an Eigen value of the matrix A+KI

Example:
If 1,2,3 are eigen values of A then eigen values of 3+A are 4,5,6

Theorem 7: If 1, 2… n are the Eigen values of A, then 1– K, 2 – K, … n– K,

are the eigen values of the matrix ( A  KI ), where K is a non  zero scalar
Example:
If 1,2,3 are eigen values of A then eigen values of 3-A are 2,1,0
Theorem 8: If are the Eigen values of A, find the Eigen values of the matrix
–1
Theorem 9: If is an Eigen value of a non-singular matrix A corresponding to the Eigen vector X, then is

an Eigen value of A–1 and corresponding Eigen vector X itself.

Page | 44
Theorem 10: If

atrix Adj A

Theorem 11: If

Theorem 12: If is Eigen value of A then prove that the Eigen value of B = a0A2+a1A+a2I is a0 2
+a1 +a2

Theorem 14: Suppose that A and P be square matrices of order n such that P is non singular. Then A and P-1AP
have the same Eigen values.
Corollary 1: If A and B are square matrices such that A is non-singular, then A-1B and BA-1 have the same Eigen
values.
Corollary 2: If A and B are non-singular matrices of the same order, then AB and BA have the same Eigen
Theorem 15: The Eigen values of a triangular matrix are just the diagonal elements of the matrix.
Theorem 16: The Eigen values of a real symmetric matrix are always real.
Theorem 17: For a real symmetric matrix, the Eigen vectors corresponding to two distinct Eigen values are
orthogonal.
PROBLEMS
Find the Eigen values and Eigen vectors of the matrix A and its inverse, where

A=

Sol: Given A =

The characteristic equation of A is given by |A-λI| = 0

Page | 45
 and x1  

  1
X   0    0 is the solution where  is arbitrary constant
 
 0  0

1
 X  0 Is the Eigen vector corresponding to   1
0

5x3  0  x3  0
 x1  3x2  0  x1  3x2
Let x2  k
x1  3k
3k  3
X   k   k 1
 0  0
is the solution

 3
 X  1 is the Eigen vector corresponding to   2
0

 2 3 4  x1  0
For   3, becomes  0  1 5  x2   0
 0 0 0  x3  0

Page | 46
X=

19
 X  10 is the Eigen vector corresponding to   3
 2 

Eigen values of A –1are

1 1
 Eigen values of A1 are 1, ,
2 3
We know Eigen vectors of A –1 are same as Eigen vectors of A.

Let f(A) =
Then eigen values of f(A) are f(1), f(3) and f(-2)
f(1) = 3(1)3+5(1)2-6(1)+2(1) = 4
f(3) = 3(3)3+5(3)2-6(3)+2(1) = 110
f(-2) = 3(-2)3+5(-2)2-6(-2)+2(1) = 10
Eigen values of are 4,110,10

 3i 2  i
1) Find the eigen values of A=  
 2  i i 
 3i 2  i
Sol: we have A=  
 2  i i 

Page | 47
  3i 2  i  3i  2  i 
and A  
T

 i 
So A =  
 2  i i  2  i

 A = A
T

Thus A is a skew-Hermitian matrix.

 The characteristic equation of A is A   I  0
3i    2  i
A  0
T

2i i 
   2i  8  0
2

   4i, 2i are the Eigen values of A

1 3
 i 
2) Find the Eigen values of A   2 2 
 3 1 
i
 2 2 
 1 3
 i 
Now A   2 2  and
 3  1 i
 2 2 
 1 3
  i 
 
T
A  2 2 
 3  1 i
 2 2 
T 1 0 
We can see that A . A   I
 0 1 
Thus A is a unitary matrix
 The characteristic equation is A   I  0

1 3
i
 2 2 0
3 1
i
2 2

3 1  3 1
Which gives    i and  i and
2 2 2 2
  1/ 2 3  1/ 2i

Hence above  values are Eigen values of A.

Diagonalization of a matrix:
Theorem: If a square matrix A of order n has n linearly independent eigen vectors (X1,X2…Xn) corresponding to
the n eigen values λ1,λ2….λn respectively then a matrix P can be found such that
P-1AP is a diagonal matrix.

Page | 48
Proof: Given that (X1,X2…Xn) be eigen vectors of A corresponding to the eigen values λ1,λ2….λn respectively and
these eigen vectors are linearly independent Define P = (X1,X2…Xn)
Since the n columns of P are linearly independent |P|≠0
Hence P-1 exists
Consider AP = A[X1,X2…Xn]
= [AX1, AX2…..AXn]
= *λX1, λ2X2….λnXn]

1 0 ... 0
0  ... 0 
 2
[X1,X2…Xn]
 ... ... ... ... 
 
0 0 ... n 

Where D = diag (1 , 2 , 3 ,...........n )

AP=PD

P–1(AP) = P–1 (PD)  P 1 AP  P 1P D  

–1
 P AP = (I)D

= diag (1 , 2 , 3 ,...........n )

Hence the theorem is proved.

Modal and Spectral matrices:
The matrix P in the above result which diagonalizable the square matrix A is called modal matrix of A and the
resulting diagonal matrix D is known as spectral matrix.
Note 1: If X1,X2…Xn are not linearly independent this result is not true.
2: Suppose A is a real symmetric matrix with n pair wise distinct Eigen values 1 , 2 n then
the corresponding Eigen vectors X1,X2…Xn are pair wise orthogonal.
Hence if P = (e1,e2…en)
Where e1 = (X1 / ||X1||), e2 = (X2 / ||X2||)….en = (Xn)/ ||Xn||
then P will be an orthogonal matrix.
i.e, PTP=PPT=I
Hence P–1 = PT
P–1 PTAP=D
Calculation of powers of a matrix:

Page | 49
 We can obtain the power of a matrix by using diagonalization
Let A be the square matrix then a non-singular matrix P can be found such that D = P-1AP
D2=(P–1AP) (P–1AP)
= P–1A(PP–1)AP
= P–1A2P (since PP–1=I)
Similarly D3 = P–1A3P
In general Dn = P–1AnP……..(1)
To obtain An, Pre-multiply (1) by P and post multiply by P–1
Then PDnP–1 = P(P–1AnP)P–1
1
= (PP–1)An (PP–1) = An  A  PD P
n n

1n 0 0 0 
 
n  0 2n 0 0  1
Hence A = P P
    
 
 0 0 0 nn 

PROBLEMS

Determine the modal matrix P of = . Verify that is a diagonal matrix.

Sol: The characteristic equation of A is |A-λI| = 0

i.e,

0
Thus the eigen values are λ=5, λ=-3 and λ=-3

when λ=5

By solving above we get X1 =

Similarly, for the given eigen value λ=-3 we can have two linearly independent eigen vectors X2 =

Page | 50
=

is a diagonal matrix.

Find a matrix P which transform the matrix A =

Sol: Characteristic equation of A is given by |A-λI| = 0

i.e,

If x1, x2, x3 be the components of an Eigen vector corresponding to the Eigen value λ, we have

[A-λI+X =

i.e, 0.x1+0.x2+0.x3=0 and x1+x2+x3=0

x3=0 and x1+x2+x3=0

x3=0, x1=-x2
x1=1, x2=-1, x3=0
Page | 51
Eigen vector is [1,-1,0]T
Also every non-zero multiple of this vector is an Eigen vector corresponding to λ=1
For λ=2, λ=3 we can obtain Eigen vector [-2,1,2]T and [-1,1,2]T

P=

The Matrix P is called modal matrix of A

 0 2  1
1  2 0 
P-1=   2
2
 2  2  1

 1
 0  1 1 0  1  1  2  1
2 
Now P AP   1  1 0  1 2 1   1 1 1 
1
 1
1 1  2 2 3   0 2 2 
 2 

  1
 1  2  1 1 0 0   0  1
    2

  1 1 1  0 16 0   1 1 0
 
 0 2 2  0 0 81  2  2  1
 

Double Integral :
I. When y1,y2 are functions of x and x1 and x2 are constants. f(x,y)is first integrated w.r.t y
keeping ‘x’ fixed between limits y1,y2 and then the resulting expression is integrated w.r.t ‘x’ with in
the limits x1,x2 i.e.,
Page | 52
 x  x2 y 2 ( x )

 f  x, y dx dy    f ( x, y )dydx
R x  x1 
y 1 ( x)

II. When x1,x2 are functions of y and y1 ,y2 are constants, f(x,y)is first integrated w.r.t ‘x’
keeping ‘y’ fixed, with in the limits x1,x2 and then resulting expression is integrated w.r.t ‘y’
between the limits y1,y2 i.e.,
y  y2 x 2  y 

 f  x, y dx dy    f  x, y dx dy
R y  y1 x 1  y 

III. When x1,x2, y1,y2 are all constants. Then

y2 x2 x2 y2

 f  x, y dx dy 
R
  f  x, y dx dy    f  x, y dy dx
y1 x1 x1 y1

Problems
2 3

  xy dx dy
2
1. Evaluate
1 1

2
3 2 
Sol. 1  1 xy dx dy
3
 x2 
2 2
y2
   y 2 .  dy   dy 9  1
1 
2 1 1
2
2 2
8
  y 2 dy  4. y 2 dy
21 1

2
 3  4 4.7 28
 4.  y   8  1  
 3 1 3 3 3
2 x
2. Evaluate   y dy dx
0 0

2 x  x2 
Sol.   y dy dx    y0  dx

x 0 
y dy
x 0 y 0 
x 2
 y2 
2 2 2
1  x3  1
    dx    x  0  dx   x 2 dx     8  0   
1 2 1 8 4
x 0 
2 0 x 0
2 2 x 0 2  3 0 6 6 3

5 x2

  xx  y 2 dx dy
2
3. Evaluate
0 0

Sol.
x2 x2
5
 3 xy 3 
5

  x  x 2
 y 2
 dy dx   x y 
3  y 0
dx
x 0 y 0 x 0 

5

5
x ( x 2 )3 
5
 5 x7   x 6 1 x8  5 6 58
   x 3 .x 2   dx    x   dx   6  3 . 8   6  24
x 0   x 0    0
3 3

Page | 53
 1 1 x 2
dydx
4. Evaluate  
0 0
1  x2  y 2

1 1 x 2 1  1 x 2 
dydx 1
Sol:   1  x 2  y 2 x0 
   dy
1  x2   y 2 
 dx
0 0  y 0

1 x 2
 
1
 1 x 2
1  1
1  1 y  1 1
   dy  dx   Tan  dx [  dx  tan 1 ( x )]
  x a a
2 2 2
x 0 1  x  1  x2 
2 a
x 0  y 0 1  x2  y 2 
  y 0

1
1  
 
x 0 1 x
Tan11  Tan1 0 dx or
2 4
(sinh 1x)10  (sinh 1 1)
4

 1
1  1
log( x  x 2  1) 
4 x0 1  x 2
 dx 
4  x 0


 log(1  2)
4
4 x2

e
y/ x
5. Evaluate dydx
0 0 Answer: 3e4-7
1 x

  (x  y 2 )dxdy
2
6. Evaluate
0 x

Answer: 3/35
2 x

e
( x y )
. Evaluate dydx
0 0

e4  e2
Ans:
2

2 1

x
2
8. Evaluate y 2 dxdy
0 1

3
Ans:
36


e
 ( x2  y 2 )
9. Evaluate dxdy
0 0

2  
  

e dxdy   e y   e x dx  dy
( x 2
 y2 ) 2
Sol:
0 0 0 0 

Page | 54
  
 
  e y   e x dx 
2 2
dy
0
2 0
2

   
e
 y2
 dy  . 
2 0
2 2 4
Alter:

 2 

e   e rdrd
( x y ) r2
dxdy  ( x2  y 2  r 2 )
2 2

0 0 0 r 0

(changing to polar coordinates taking x  r cos  , y  r sin  )

  
 e r   0  1
2
2 2
   d    d
 2  0
0  0 
2 

 

  0 2    0
1 1
2 2 2


4
10. Evaluate   xy( x  y)dxdy over the region R bounded by y=x2 and y=x
2
Sol: y= x is a parabola through (0, 0) symmetric about y-axis y=x is a straight line through (0,0) with slope1.
2 2
Let us find their points of intersection solving y= x , y=x we get x =x  x=0,1Hence y=0, 1
 The point of intersection of the curves are (0,0), (1,1)
Consider  xy( x  y)dxdy
R

For the evaluation of the integral, we first integrate w.r.t ‘y’ from y=x2 to y=x and then w.r.t. ‘x’ from x=0 to x=1
1
 x xy  x  y  dy  dx  1  x  x 2 y  xy 2  dy dx
x0 yx2  x0 y x2 

x
1  y 2 xy 3 
   x2   dx
x 0
 2 3  y  x2

Page | 55
 1  x x4 x6 x7 
4
      dx
x 0
 2 3 2 3

 5x4 x6 x7 
1
    dx
x 0
 6 2 3
1
 5 x 5 x 7 x8 
 .   
 6 5 14 24 0
1 1 1 28  12  7 28  19 9 3
      
6 14 24 168 168 168 56

  xydxdy where R is the region bounded by x-axis and x=2a and the curve x =4ay.
2
11. Evaluate
R

Sol. The line x=2a and the parabola x2=4ay intersect at B(2a,a)

The given integral =   xy dx dy

R

Let us fix ‘y’

For a fixed ‘y’, x varies from 2 ay to 2a. Then y varies from 0 to a.

Hence the given integral can also be written as

a x 2a a
 x 2a xdx  ydy
 
y 0 x  2 ay
xy dx dy  
y 0  x 2 ay 

2a
a  x2 
 2 ydy
y 0
  x2 ay

a
  2a 2  2ay  y dy
y 0

a
 2a 2 y 2 2ay 3  2a 4 3a 4  2a 4 a 4
   4
  
3  0
a
 2 3 3 3


2
1
12. Evaluate   r sin  d dr
0
0

1  2 
Sol. r 0   0 sin  d dr
r

r   cos   20 dr
1

r 0


r cos  
1
  cos 0 dr
r 0 2
1
 r2  1 1
  r  0  1 dr   rdr      0 
1 1

r 0 0
 2 0 2 2
Page | 56
   x  y 2 dx dy in the positive quadrant
2
13. Evaluate

For

Which x  y  1

  x  y 2 dx dy   x  y 2  dy
1 y 1 x
Sol. 2
dx  2
x 0 y 0
R
1 x
1 y3 
   x 2 y   dx
x 0
 3 0
1
 1 3  x3 x 4 1 4
   x 2  x3  1  x   dx     1  x  
1

x 0
 3   3 4 12 0
1 1 1 1
  0 
3 4 12 6

x2 y 2
  
x  y dx dy over the area bounded by the ellipse  1
2 2
14. Evaluate
a 2 b2
x2 y 2
Sol. Given ellipse is  1
a 2 b2
y2 x2 1 2 b2 2
i.e.,
b2
 1  
a2 a2
 a  x 2
 (or ) y 2

a2
 a  x2 
b 2
y   a  x2
a
Hence the region of integration R can be expressed as
b 2 b 2
 a  x  a, a  x2  y  a  x2
a a

   x 2  y 2  dx dy   x  y 2  dx dy
a b a2  x2

a 2
x  a y b a2  x2
R a

b a2  x2

 x  y  dx dy  2a  x2 y  y 3 

a b a2  x2 3 aa
 2 
a 2 2
x  a y  0
0

a  b3 3 
 2  x 2 . b a 2  x 2  3  a 2  x 2  2  dx
a a
 3a 

Page | 57
 a b3 3 
 4  b x 2 a 2  x 2  3  a 2  x 2  2  dx
a
0
 3a 
Changing to polar coordinates
putting x  a sin 
dx  a cos  d
x x
 sin     sin 1
a a
x  0,   0

x  a,  
2
 b 2 2 b3 3 3 
 4 2
 a .a sin  .a cos   3a3 .a cos   a cos  d
0
 

  ab3   1 1  ab3 3 1  
 4 2  a3b sin 2  cos 2   cos4   d  4  a3b. . 
3 4 2 2 
. . .
0
 3   42 2
  1 
 2 m . 
n 1 n3
  sin  cos  d  ......... 2 
n
. 2
 0 m  n m  n  2 m 
 
4 3  ab 2 2

16
 a b  ab3  
4
a  b 

Double integrals in polar co-ordinates:

 a sin  rdrd
 
4
1. Evaluate
0 0
a2  r 2
 a sin  rdrd   a sin  r    a sin  2r 
Sol.  
4
  4  dr d  1  4  dr  d
a2  r 2 a2  r 2  2 0 a2  r 2 
 
0 0 0 0 0

1  4
 
a sin  
d   1  4 2  a 2  a 2 sin 2   a 2  0  d
2 0
 2 a2  r 2
0 0  


  a    cos  1 d   a  sin    0
4
4
0

  a   sin       0  0 
 4 4 

  a   1     2   1 
 2 4  4 2

Page | 58
  a sin  a 2
2. Evaluate   0 0
r dr d Ans:
4
 

  e r r d dr
2
2
3. Evaluate Ans:
0 0 4
 a 1 cos  3 a 2
4. Evaluate   0 0
r dr d Ans:
4

Change of order of Integration:

4a 2 ax
1. Change the order of Integration and evaluate  
x 0 y  x
2
4a
dy dx

x2
Sol. In the given integral for a fixed x, y varies from to 2 ax and then x varies from 0 to 4a. Let us draw
4a
x2
the curves y  and y  2 ax
4a

The region of integration is the shaded region in diagram.

4a 2 ax
The given integral is    2 dy dx
x 0 y  x
4a

y2
Changing the order of integration, we must fix y first, for a fixed y, x varies from to 4ay and then y
4a
varies from 0 to 4a.
Hence the integral is equal to
4a 2 ay 4a  2 ay 
 
y 0 x  y
2
4a
dx dy  
y  0  x  y

2
4a
dx dy


 y 2 d y
 x x  y
4a 4a
 dy   
2 ay
2 ay
y 0  4a 
2
y 0
4a 
4a
 y 2 1 y3 
3

 2 a .  . 
 3 4a 3 
 2 0

Page | 59
 4 1
 . a .4a 4a  .64a3
3 12a

32 2 16 2 16 2
 a  a  a
3 3 3

 x  y 2  dx dy
a x
2. Change the order of integration and evaluate   x
a 2
0
a

x x
Sol. In the given integral for a fixed x, y varies from to and then x varies from 0 to a
a a

x x
Hence we shall draw the curves y  and y 
a a
i.e. ay=x an

d ay2=x

we get ay  ay
2

 ay  ay 2  0

 ay 1  y   0

 y  0, y  1
If y=0, x=0 if y=1, x=a

x  y 2 dx dy
a y x
 
a 2
The shaded region is the region of integration. The given integral is
x 0 y x
a

Changing the order of integration, we must fix y first. For a fixed y, x varies from ay2 to ay and then y varies
from 0 to 1.
Hence the given integral, after change of the order of integration becomes

x  y 2 dx dy
1 ay
 
2
y 0 x  ay 2


1
 ay  x 2  y 2  dx  dy
 x ay2
y 0  
ay
1  x3 
    xy 2  dy
y 0
3  x ay 2

1  a3 y 3 a3 y 6 
   ay 3
  ay 4  dy
y 0
 3 3 
1
 a3 y 4 ay 4 a3 y 7 ay 5 
    
 12 4 21 5  y 0

Page | 60
 a3 a a3 a a3 a
     
12 4 21 5 28 20

1 2 x
3. Change the order of integration in 
0 x2
xydxdy and hence evaluate the double integral.

Sol. In the given integral for a fixed x,y varies from x2 to 2-x and then x varies from 0 to 1. Hence we shall draw
the curves y=x2 and y=2-x
The line y=2-x passes through (0,2), (2,0
Solving y=x2 ,y=2-x

Then we get x  2  x
2

 x2  x  2  0
 x2  2 x  x  2  0

 x  x  2  1 x  2  0

  x  1 x  2   0

 x  1, 2
If x  1, y  1
If x  2, y  4
Hence the points of intersection of the curves are (-2,4) (1,1)
The Shaded region in the diagram is the region of intersection.
Changing the order of integration, we must fix y, for the region with in OACO for a fixed y, x varies from

0 to y
Then y varies from 0 to 1
For the region within CABC, for a fixed y, x varies from 0 to 2-y ,then y varies from 1 to 2
1 2 x
Hence 
0 x2
xy dy dx  
OACO
xy dx dy  
CABC
xy dx dy


1  y xdx  y dy  2  2 y x dx  y dy
 x 0
y 0   y 1 x0 
2 y
y
1  x2  2  x 
2
    y dy     y dy
y 0 y 1 2
 2  x 0   x 0

Page | 61
 2 2  y
2
1y
 . y dy   y dy
y 0 2 y 1 2

y dy  .  4 y  4 y 2  y 3  dy
1 1 2 1 2
 
2 y 0 2 y 1

1 2
1  y3  1  4 y 2 4 y3 y 4 
 .   .    
2  3 0 2  2 3 4 1

1 1 1
 .   2.4  2.1  4 8  1  1 16  1
2 3 2 3 4 

1 1  28 15  1 1  72  112  45  1 1  5  4  5 9 3
  6        6  2 12   24  24  8
6 2  3 4  6 2 12
a 2a x
4. Changing the order of integration 
0 x2
a
xy 2 dy dx

1 1 x 2 
5. Change of the order of integration   y 2 dx dy Ans :
0 0 16

Hint : Now limits are y  0 to1and x  0 to 1  y 2

put y  sin 
1  y 2  cos 
dy  cos  d

1
  y 2 1  y 2 dy
0

  
  2 sin 2  cos 2  d   2 sin 2  d   2 sin 4  d
0 0 0


1 
 
 .  
3 1
2 2 4 2 2 16  

Change of variables:

The variables x,y in  f  x, y dx dy are changed to u,v with the help of the relations x  f1 u, v  , y  f2 u, v 
R

then the double integral is transferred into

 
 x, y
 f  f u, v  , f u, v    u, v  du dv
1 2
R1

Where R1is the region in the uv plane, corresponding to the region R in the xy-plane.

Changing from Cartesian to polar co-ordinates

Page | 62
x  r cos , y  r sin 
x x
  x, y   r  cos  r sin 
    
  r ,    y y sin  r cos 
r 

 r  cos2   sin 2    r   f  x, y dx dy   f  r cos  , r sin  r dr d

R R1

Note : In polar form dx dy is replaced by r dr d

Problems:
  
 x2  y 2 
1. Evaluate the integral by changing to polar co-ordinates  
0 0
e dx dy

Sol. The limits of x and y are both from 0 to .

 The region is in the first quadrant where r varies from 0 to  and  varies from 0 to  2

Substituting x  r cos  , y  r sin  and dx dy  r dr d

  
 x2  y 2  dx dy   
    e r r dr d
2
2
Hence e
0 0 0 r 0

Put r 2  t
 2rdr  dt
 r dr  dt
2

Where r  0  t  0 and r    t  
  
 x2  y 2    1 t
  e dx dy   2
 e dt d
0 0  0 t 0 2
 1 t 

0
2

2
 e 0 d
1  2 
0  1 d   0 2    
1 1
  
2 0 2 2 2 4

x  y 2 dx dy
a a2  y 2

2
2. Evaluate the integral by changing to polar co-ordinates
0 0

x  a2  y2
Sol. The limits for x are x=0 to
 x2  y 2  a2
 The given region is the first quadrant of the circle.
By changing to polar co-ordinates
x  r cos , y  r sin  , dx dy  r dr d

Here ‘r’ varies from 0 to a and ' ' varies from 0 to 

2
a
   r4  a4
x  y  dx dy  
a2  y 2 
r rdrd    0 2
a a
 
2 2 2

2 2
  d 
 0 r 0
0 0 0
 4 0 4
Page | 63
  a4
8

4a y x2  y 2  5
3. Show that  
0 y 2
4a x  y
2 2
dx dy  8a 2   
 2 3
2
Sol. The region of integration is given by x  y , x  y and y=0, y=4a
4a

i.e., The region is bounded by the parabola y2=4ax and the straight line x=y.
Let x  r cos , y  r sin  .Then dx dy  rdrd

The limits for r are r=0 at O and for P on the parabola

4a cos 
r 2 sin 2   4a  r cos    r 
sin 2 

For the line y=x, slope m=1 i.e., Tan  1,  

4

The limits for  :  

4 2

Also x 2  y 2  r 2 cos2   sin 2  and x2  y 2  r 2 
x2  y 2  4 a cos
 cos 2   sin 2  rdrd
4a y
  2 dx dy   2  sin 2 

4a x  y
0 y 2 2   r  0
4

4 a cos
  r2  sin 2 
  2  cos 2   sin 2     d
 4
 2 0
  2 
 3  8   2  5
 8a 2  2

4
 cos   sin   cos
2

sin 
d  8a   cos   cot   d  8a
2
4
2

2

4
4 2 2
 12  4  1  8a  2  3 

Area and Double Integrals

If a region R is bounded below by y = g1(x) and above by y = g2(x), and a < x < b,
then the area is given by

Page | 64
Example

Set up the double integral that gives the area between y = x2 and y = x3. Then use a
computer or calculator to evaluate this integral.

Solution

The picture below shows the region

We set up the integral

A computer gives the answer of 1/12.

Page | 65
 MODULE III

FUNCTIONS OF SINGLE VARIABLES AND

TRIPLE INTEGRALS

Page | 66
 MEAN VALUE THEOREMS
I Rolle’s Theorem:
Let f(x) be a function such that
(i). It is continuous in closed interval [a,b]
(ii). It is differentiable in open interval (a,b) and
(iii). f(a) = f(b).
Then there exists at least one point ‘c’ in (a,b) such that
f1(c) = 0.
Geometrical Interpretation of Rolle’s Theorem:
Let f : [a, b]  R be a function satisfying the three conditions of Rolle ’s Theorem. Then the graph.

1. y=f(x) in a continuous curve in [a,b].

2. There exist a unique tangent line at every point x=c, where a<c<b
3. The ordinates f(a), f(b) at the end points A,B are equal so that the points A and B are equidistant from
the X-axis.
4. By Rolle’s Theorem, There is at least one point x=c between A and B on the curve at which the
tangent line is parallel to the x-axis and also it is parallel to chord of the curve.
1. Verify Rolle’s theorem for the function f(x) = sinx/ex or e-x sinx in *0,π+
Sol: i) Since sinx and ex are both continuous functions in *0, π+.
Therefore, sinx/ex is also continuous in *0,π+.
ii) Since sinx and ex be derivable in (0,π), then f is also derivable in (0,π).
iii) f(0) = sin0/e0 = 0 and f(π)= sin π/e π =0
 f(0) = f(π)

Thus all three conditions of Rolle ’s Theorem are satisfied.

 There exists c є(0, π) such that f1(c)=0
e x cos x  sin x e x cos x  sin x
Now f 1 ( x)  
(e x ) 2 ex
cos c  sin c
f1(c)= 0 => 0
ec
cos c = sin c => tan c = 1

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c = π/4 є(0,π)
Hence Rolle’s theorem is verified.

 x 2  ab 
2. Verify Rolle’s theorem for the functions log   in[a,b] , a>0, b>0,
 x( a  b ) 

 x 2  ab 
Sol: Let f(x)= log  
 x( a  b ) 
= log(x2+ab) – log x –log(a+b)
(i). Since f(x) is a composite function of continuous functions in [a,b], it is continuous in [a,b].

1 1 x 2  ab
(ii). f1(x) = .2 x  
x 2  ab x x( x 2  ab)
f1(x) exists for all xє (a,b)

 a 2  ab 
(iii). f(a) = log    log 1  0
 a  ab 
2

 b 2  ab 
f(b) = log    log 1  0
 b  ab 
2

f(a) = f(b)
Thus f(x) satisfies all the three conditions of Rolle ’s Theorem.
So,  c  (a, b)  f1(c) = 0,
c 2  ab
f1(c) = 0,  = 0  c2 = ab
c( c  ab )
2

 c  ab  (a, b)

Hence Rolle’s theorem verified.

3. Verify whether Rolle ’s Theorem can be applied to the following functions in the intervals.
i) f(x) = tan x in*0 , π+ and ii) f(x) = 1/x2 in [-1,1]
(i) f(x) is discontinuous at x = π/2 as it is not defined there. Thus condition (i) of Rolle ’s Theorem is not
satisfied. Hence we cannot apply Rolle ’s Theorem here.
 Rolle’s theorem cannot be applicable to f(x) = tan x in *0,π+.
(ii). f(x) = 1/x2 in [-1,1]
f(x) is discontinuous at x= 0.Hence Rolle ’s Theorem cannot be applied.
4. Verify Rolle’s theorem for the function f(x) = (x-a)m(x-b)n where m,n are positive integers in [a,b].
Sol: (i). Since every polynomial is continuous for all values, f(x) is also continuous in[a,b].
(ii) f(x) = (x-a)m(x-b)n
f1(x) = m(x-a)m-1(x-b)n+(x-a)m.n(x-b)n-1
= (x-a)m-1(x-b)n-1[m(x-b)+n(x-a)]
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 =(x-a)m-1(x-b)n-1[(m+n)x-(mb+na)]
Which exists

Thus f(x) is derivable in (a,b)

(iii) f(a) = 0 and f(b) = 0
 f(a) =f(b)
Thus three conditions of Rolle’s theorem are satisfied.
 There exists cє(a,b) such that f1(c)=0
(c-a)m-1(c-b)n-1[(m+n)c-(mb+na)]=0
 (m+n)c-(mb+na)=0 => (m+n)c = mb+na
 c = mb+na є(a,b)
m+n
 Rolle ’s Theorem verified.

5. Using Rolle ’s Theorem, show that g(x) = 8x3-6x2-2x+1 has a zero between
0 and 1.
Sol: g(x) = 8x3-6x2-2x+1 being a polynomial, it is continuous on [0,1] and differentiable on (0,1)
Now g(0) = 1 and g(1)= 8-6-2+1 = 1
Also g(0)=g(1)
Hence, all the conditions of Rolle’s theorem are satisfied on *0,1+.
Therefore, there exists a number cє(0,1) such that g1(c)=0.
Now g1(x) = 24x2-12x-2
 g1(c)= 0 => 24c2-12c-2 =0
3  21
 c= ie c= 0.63 or -0.132
12
only the value c = 0.63 lies in (0,1)
Thus there exists at least one root between 0 and 1.
6. Verify Rolle’s theorem for f(x) = x 2/3 -2x 1/3 in the interval (0,8).
Sol: Given f(x) = x 2/3 -2x 1/3
f(x) is continuous in [0,8]
f1(x) = 2/3 . 1/x1/3 -2/3 . 1/x2/3 = 2/3(1/x1/3 – 1/x2/3)
Which exists for all x in the interval (0,8)
 f is derivable (0,8).
Now f(0) = 0 and f(8) = (8)2/3-2(8)1/3 = 4-4 =0
i.e., f(0) = f(8)
Thus all the three conditions of Rolle’s Theorem are satisfied.
 There exists at least one value of c in(0,8) such that f1(c)=0

Page | 69
 1 1
ie. 1
 2
 0 => c = 1 є (0,8)
3 3
c c
Hence Rolle’s Theorem is verified.

7. Verify Rolle’s theorem for f(x) = x(x+3)e-x/2 in [-3,0].

Sol: - (i). Since x(x+3) being a polynomial is continuous for all values of x and e-x/2 is also continuous for all x,
their product x(x+3)e-x/2 = f(x) is also continuous for every value of x and in particular f(x) is continuous in the
[-3,0].
(ii). we have f1(x) = x(x+3)( -1/2 e-x/2)+(2x+3)e-x/2

-x/2 x 2  3x
=e [2x+3- ]
2
=e-x/2[6+x-x2/2]
Since f1(x) doesnot become infinite or indeterminate at any point of the interval(-3,0).
f(x) is derivable in (-3,0)
(iii) Also we have f(-3) = 0 and f(0) =0
 f (-3)=f(0)
Thus f(x) satisfies all the three conditions of Rolle’s theorem in the interval [-3,0].
Hence there exist at least one value c of x in the interval (-3,0) such that f1(c)=0
i.e., ½ e-c/2(6+c-c2)=0 =>6+c-c2=0 (e-c/2≠0 for any c)
=> c2+c-6 = 0 => (c-3)(c+2)=0
c=3,-2
Clearly, the value c= -2 lies within the (-3,0) which verifies Rolle’s theorem.
II. Lagrange’s mean value Theorem
Let f(x) be a function such that (i) it is continuous in closed interval [a,b] & (ii) differentiable in (a,b). Then  at
least one point c in (a,b) such that
f (b)  f (a)
f1(c) =
ba
Geometrical Interpretation of Lagrange’s Mean Value theorem:
Let f : [a, b]  R be a function satisfying the two conditions of Lagrange’s theorem. Then the graph.

1.y=f(x) is continuous curve in [a,b]

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2. At every point x=c, when a<c<b, on the curve y=f(x), there is unique tangent to the curve. By Lagrange’s
f (b)  f (a)
theorem there exists at least one point c  (a, b)  f (c) 
1

ba
Geometrically there exist at least one point c on the curve between A and B such that the tangent line is

parallel to the chord AB

1. Verify Lagrange’s Mean value theorem for f(x)= x3-x2-5x+3 in [0,4]

Sol: Let f(x)= x3-x2-5x+3 is a polynomial in x.
 It is continuous & derivable for every value of x.
In particular, f(x) is continuous [0,4] & derivable in (0,4)
Hence by Lagrange’s Mean value theorem  c (0,4) 
f (4)  f (0)
f1(c)=
40
f (4)  f (0)
i.e., 3c2-2c-5 = …………………….(1)
4
Now f(4) = 43-42-5.4+3 =64-16-20-3=67-36= 31 & f(0)=3
f (4)  f (0) (31  3)
= 7
4 4
From equation (1), we have
3c2-2c-5 =7 => 3c2-2c-12 =0

2  4  144 2  148 1  37
c=  
6 6 3
1  37
We see that lies in open interval (0,4) & thus Lagrange’s Mean value theorem is verified.
3
2. Verify Lagrange’s Mean value theorem for f(x) = log e x in [1,e]

Sol: - f(x) = log e x

This function is continuous in closed interval [1,e] & derivable in (1,e). Hence L.M.V.T is applicable
here. By this theorem,  a point c in open interval (1,e) such that

f (e)  f (1) 1  0 1
f1(c) =  
e 1 e 1 e 1
1 1 1
But f1(c)=  
e 1 c e 1
c = e - 1
Note that (e-1) is in the interval (1,e).
Hence Lagrange’s mean value theorem is verified.

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3.Give an example of a function that is continuous on [-1, 1] and for which mean value theorem does not
hold with explanations.
Sol:- The function f(x) = x is continuous on [-1,1]

But Lagrange Mean value theorem is not applicable for the function f(x) as its derivative does not
exist in (-1,1) at x=0.

ba 1 1 ba
4.If a<b, P.T  Tan b  Tan a  using Lagrange’s Mean value theorem. Deduce the
1  b2 1 a2
following.
 3 4  1
i).   Tan 1  
4 25 3 4 6
5  4  2
ii).  Tan 1 2 
20 4
Sol: consider f(x) = Tan-1 x in [a,b] for 0<a<b<1
Since f(x) is continuous in closed interval [a,b] & derivable in open interval (a,b).
We can apply Lagrange’s Mean value theorem here.
Hence there exists a point c in (a,b)
f (b)  f (a)
f1(c) =
ba
1 1
Here f1(x) = & hence f 1 (c) 
1 x 2
1 c2
Thus  c, a<c<b 

1 Tan 1b  Tan 1 a

 ------- (1)
1 c2 ba

We have 1+a2<1+c2<1+b2
1 1 1
  
1  a 1  c 1  b2
2 2
……….. (2)
From (1) and (2), we have

1 Tan 1b  Tan 1a 1

 
1 a 2
ba 1 b2
or
ba 1 1 ba
 Tan b  Tan a  ………………(3)
1 a2 1  b2
Hence the result
Deductions: -
ba ba
(i) We have  Tan 1b  Tan 1a 
1 b 2
1 a2
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 4
Take b  & a=1, we get
3

4 4 43
1 1
3 4 4  43
 Tan1 ( )  Tan1 (1)  3 2  3  Tan1 ( )  
1
16 3 11 25 3 4 3
9 9 2
3  4  1
   Tan1 ( )  
25 4 3 4 6

(ii) Taking b=2 and a=1, we get

2 1 2 1 1  1
 Tan1 2  Tan11    Tan1 2  
1 2 2
112
5 4 2
1  2
   Tan1 2 
5 4 4
4  5 2
   Tan1 2 
20 4
5. Show that for any x > 0, 1 + x < ex < 1 + xex.

Sol: - Let f(x) = ex defined on [0,x]. Then f(x) is continuous on [0,x] & derivable
on (0,x).
By Lagrange’s Mean value theorem  a real number c є(0,x) such that
f ( x)  f (0)
 f 1 (c )
x0
e x -e0 c e x -1 c
 =e  =e ………….(1)
x-0 x
Note that 0<c<x => e0<ec<ex ( ex is an increasing function)
ex 1
=> 1   e x From (1)
x
=> x<ex-1<xex
=> 1+x<ex<1+xex.
5
6. Calculate approximately 245 by using L.M.V.T.

Sol:- Let f(x) = 5

x =x1/5 & a=243 , b=245
Then f1(x) = 1/5 x- 4/5 & f1(c) = 1/5c- 4/5
By L.M.V.T, we have

Page | 73
 f (b)  f (a)
 f 1 (c )
ba
4
f (245)  f (243) 1 5
=>  c
245  243 5
=> f (245) =f(243)+2/5c-4/5
=> c lies b/w 243 & 245 take c= 243

1 4
2
=> 5
245 = (243)
1/5 -4/5
+2/5(243) = (3 )  (35 ) 5
5 5

5
= 3+ (2/5)(1/81) = 3+2/405 = 3.0049

7. Find the region in which f(x) = 1-4x-x2 is increasing & the region in which it is decreasing using M.V.T.
Sol: - Given f(x) = 1-4x-x2
f(x) being a polynomial function is continuous on [a,b] & differentiable on (a,b)  a,b R
 f satisfies the conditions of L.M.V.T on every interval on the real line.
f1(x)= - 4-2x= -2(2+x) xR
f1(x)= 0 if x = -2
for x<-2, f1(x) >0 & for x>-2 , f1(x)<0
Hence f(x) is strictly increasing on (-∞, -2) & strictly decreasing on (-2,∞)
8. Using Mean value theorem prove that Tan x > x in 0<x</2
Sol:- Consider f(x) = Tan x in  , x where 0<  <x</2

Apply L.M.V.T to f(x)

 a points c such that 0<  <c<x</2 such that

Tan x  Tan 
 sec2 c 
x 
Tan x - Tan  = (x -  )sec2 c

Take  0  0 then Tan x  x sec2 x

But sec2c>1.
Hence Tan x > x
9. If f1(x) = 0 Through out an interval [a,b], prove using M.V.T f(x) is a constant in that interval.
Sol:- Let f(x) be function defined in [a,b] & let f1(x) = 0  x in [a,b].
Then f1(t) is defined & continuous in [a,x] where axb.

Page | 74
 & f(t) exist in open interval (a,x).
By L.M.V.T  a point c in open interval (a,x) 
f ( x)  f ( a )
 f 1 (c)
xa
But it is given that f1(c) = 0
 f(x) - f(a) = 0

 f(x) = f(a)  x
Hence f(x) is constant.
10 Using mean value theorem
i) x > log (1+x) > x>0

ii) π/6 + ( /15) < sin-1(0.6) < π/6 + (1/6)

iii) 1+x < ex < 1+xex x>0
iv) < tan(-1)v - tan(-1)u < where 0 < u <v hence deduce

a) π/4+ (3/25) < tan(-1)(4/3) < π/4+ (1/6)

III. Cauchy’s Mean Value Theorem
If f: [a,b] R, g:[a,b] R  (i) f,g are continuous on [a,b] (ii) f,g are differentiable on (a,b)
(iii ) g 1 ( x)  0x  (a, b), then

f 1 (c) f (b)  f (a)

a po int c  (a, b)  
g 1 (c) g (b)  g (a)
1.Find c of Cauchy’s mean value theorem for
1
f ( x)  x & g ( x) 
x in [a,b] where 0<a<b
Sol: - Clearly f, g are continuous on [a,b]  R+
1 1
f 1 ( x)  and g 1 ( x) 
We have 2 x 2x x which exits on (a,b)

f, g are differentiable on (a, b)  R +

Also g1 (x)0,  x (a,b)  R+

Conditions of Cauchy’s Mean value theorem are satisfied on (a,b) so c(a,b) 

f (b)  f (a) f 1 (c)


g (b)  g (a) g 1 (c)
1
b a b  a  2c c
 2 c    ab  c
1 1 1 a b 2 c

b a 2c c ab
Since a,b >0 , ab is their geometric mean and we have a<ab <b
c(a,b) which verifies Cauchy’s mean value theorem.
Page | 75
2. Verify Cauchy’s Mean value theorem for f(x) = ex & g(x) = e-x in [3,7] &
find the value of c.
Sol: We are given f(x) = ex & g(x) = e-x
f(x) & g(x) are continuous and derivable for all values of x.
=>f & g are continuous in [3,7]

=> f & g are derivable on (3,7)

Also g1(x) = e-x 0  x (3,7)
Thus f & g satisfies the conditions of Cauchy’s mean value theorem.
Consequently,  a point c (3,7) such that

f (7)  f (3) f 1 (c) e7  e3 ec e7  e3

 1  7 3
 c
   e 2c
g (7)  g (3) g (c) e e e 1 1

e7 e3
=> -e7+3 = -e2c
=> 2c = 10
=> c = 5(3,7)
Hence C.M.T. is verified

Page | 76
Triple integrals:
If x1,x2 are constants. y1,y2 are functions of x and z1,z2 are functions of x and y, then f(x,y,z) is first integrated
w.r.t. ‘z’ between the limits z1 and z2 keeping x and y fixed. The resulting expression is integrated w.r.t ‘y’
between the limits y1 and y2 keeping x constant. The resulting expression is integrated w.r.t. ‘x’ from x1 to x2

y  g2  x  z  f2  x, y 
i.e.  f  x, y, z dx dy dz  f  x, y, z  dz dy dx
b

v
x a  y  g1  x  
z  f1  x , y 

Problems
1 1 x2 1 x 2  y 2
1. Evaluate 
0 0 0
xyz dx dy dz

1 1 x 2 1 x 2  y 2
Sol.   x 0 y 0 
z 0
xyz dx dy dz

1 1 x 2 1 x 2  y 2
 dx  dy  xyz dz
x 0 y 0 z 0

1 x 2  y 2
1 1 x 2  z2 
 dx  xy   dy
x 0 y 0
 2  z 0

xy 1  x 2  y 2  dy
1 1 1 x 2

2 x  0
dx y  0

x 1  x 2  y  y 3  dy
1 1 1 x 2

2 x  0
dx y  0

1 x 2
1 1  y2 y4 
  x 1  x 2    dx
2 x 0  2 4 0

1 x 2
1 1  y 2 x2 y 2 y 4 
 . x     dx
2 x 0  2 2 4 0

 . x  2 1  x 2   2 x 2 1  x 2   1  x 2   dx
1 1 2

8 x 0  
1
1  x2 2 x4 x6 
   x  2 x3  x5  dx   
1 1
 
8 x 0 8 2 4 6 0

1 1 1 1 1
    
8  2 2 6  48

Page | 77
 x z
    x  y  z dx dy dz
1 z
2. Evaluate 1 0 x z

1 z x z
Sol :     x  y  y  dx dydz
1 0 x  z

1  z y 2  zy  dx dz
x z


1 0
 xy   
 2  x  z 

x z xz
2 2

x x  z  xx  z  
1 z
    z ( x  z )  z ( x  z )dx dz
1 0
 2   2 
1 z  1 
  2 z ( x  z )  4 xz dx dz
0 
1
 2 
z 1
 x2
1 x2  1 z
3
z3   z4 
 2  z.  z 2 x  z.  dz  2.   z 3  dz  4.    0
1 1 2
 2 2 0  2  4 1

Page | 78
 Module-IV
FUNCTIONS OF SEVERAL VARIABLES AND
EXTREMA OF A FUNCTION

Page | 79
Partial Differentiation

Page | 80
PROBLEMS

Page | 81
Example 2:

Example 3: ,

Page | 82
Page | 83
** Maximum & Minimum for function of a single Variable:
To find the Maxima & Minima of f(x) we use the following procedure.
(i) Find f1(x) and equate it to zero
(ii) Solve the above equation we get x0,x1 as roots.
(iii) Then find f11(x).
If f11(x)(x = x0) > 0, then f(x) is minimum at x0
If f11(x)(x = x0) , < 0, f(x) is maximum at x0 . Similarly we do this for other stationary points.

PROBLEMS:
1. Find the max & min of the function f(x) = x5 -3x4 + 5 (’08 S-1)
Sol: Given f(x) = x5 -3x4 + 5
f1(x) = 5x4 – 12x3
for maxima or minima f1(x) =0
5x4 – 12x3 = 0
x =0, x= 12/5
f11(x) = 20 x3 – 36 x2
At x = 0 => f11(x) = 0. So f is neither maximum nor minimum at x = 0
At x = (12/5) => f11(x) =20 (12/5)3 – 36(12/5)
=144(48-36) /25 =1728/25 > 0
So f(x) is minimum at x = 12/5
The minimum value is f (12/5) = (12/5)5 -3(12/5)4 + 5

** Maxima & Minima for functions of two Variables:

Working procedure:

Page | 84
 1. Find and Equate each to zero. Solve these equations for x & y we get the pair of

values (a1, b1) (a2,b2) (a3 ,b3) ………………

2 f 2 f 2 f
2. Find l = ,m  , n =
x 2  x y y 2

3. i. If l n –m2 > 0 and l < 0 at (a1,b1) then f(x ,y) is maximum at (a1,b1) and maximum
value is f(a1,b1)

ii. If l n –m2 > 0 and l > 0 at (a1,b1) then f(x ,y) is minimum at (a1,b1) and minimum value is
f(a1,b1) .

iii. If l n –m2 < 0 and at (a1, b1) then f(x, y) is neither maximum nor minimum at (a1, b1). In
this case (a1, b1) is saddle point.
iv. If l n –m2 = 0 and at (a1, b1) , no conclusion can be drawn about maximum or minimum
and needs further investigation. Similarly we do this for other stationary points.

PROBLEMS:
Locate the stationary points & examine their nature of the following functions.
u =x4 + y4 -2x2 +4xy -2y2, (x > 0, y > 0)
Sol: Given u(x ,y) = x4 + y4 -2x2 +4xy -2y2
u u
For maxima & minima = 0, =0
x y
= 4x3 -4x + 4y = 0  x3 – x + y = 0 -------------------> (1)

= 4y3 +4x - 4y = 0  y3 + x – y = 0 -------------------> (2)

Adding (1) & (2),

x3 + y3 = 0
 x = – y -------------------> (3)

 x – 2x  x = 0, 2,  2
3
(1)

Hence (3)  y = 0, - 2, 2

 2u 2  2u  2u
l= = 12x – 4, m = = ( ) =4&n= = 12y2 – 4
x 2 xy y 2
ln – m2 = (12x2 – 4 )( 12y2 – 4 ) -16
At ( , ), ln – m2 = (24 – 4)(24 -4) -16 = (20) (20) – 16 > 0 and l=20>0
The function has minimum value at ( , )

Page | 85
 At (0,0) , ln – m2 = (0– 4)(0 -4) -16 = 0
(0,0) is not a extreme value.
Investigate the maxima & minima, if any, of the function f(x) = x3y2 (1-x-y).

Sol: Given f(x) = x3y2 (1-x-y) = x3y2- x4y2 – x3y3

= 3x2y2 – 4x3y2 -3x2y3 = 2x3y – 2x4y -3x3y2

For maxima & minima = 0 and =0

 3x2y2 – 4x3y2 -3x2y3 = 0 => x2y2(3 – 4x -3y) = 0 ---------------> (1)

 2x3y – 2x4y -3x3y2 = 0 => x3y(2 – 2x -3y) = 0 ----------------> (2)

From (1) & (2) 4x + 3y – 3 = 0
2x + 3y - 2 = 0
2x = 1 => x = ½
4 ( ½) + 3y – 3 = 0 => 3y = 3 -2 , y = (1/3)
2 f
l= = 6xy2-12x2y2 -6xy3
x 2

 2 f 
 2  (1/2,1/3) = 6(1/2)(1/3)2 -12 (1/2)2(1/3)2 -6(1/2)(1/3)3 = 1/3 – 1/3 -1/9 = -1/9
 x 

2 f   f 
m= =   = 6x2y -8 x3y – 9x2y2
xy x  y 

 2 f 
  (1/2 ,1/3) = 6(1/2)2(1/3) -8 (1/2)3(1/3) -9(1/2)2(1/3)3 = =
 xy 
2 f
n= = 2x3 -2x4 -6x3y
y 2

 2 f 
 2  (1/2,1/3) = 2(1/2)3 -2(1/2)4 -6(1/2)3(1/3) = - - = -
 y 
1
ln- m2 =(-1/9)(-1/8) –(-1/12)2 = - = = > 0 and l = 0
9
The function has a maximum value at (1/2 , 1/3)

 Maximum value is f  ,     1        

1 1 1 1 1 1 1 1 1 1
 2 3   8 9  2 3 72  2 3 432
Find three positive numbers whose sum is 100 and whose product is maximum.
Sol: Let x ,y ,z be three +ve numbers.
Then x + y + z = 100
Page | 86
  z = 100 – x – y
Let f (x,y) = xyz =xy(100 – x – y) =100xy –x2y-xy2
For maxima or minima = 0 and =0

=100y –2xy-y2 = 0 => y(100- 2x –y) = 0 ----------------> (1)

= 100x –x2 -2xy = 0 => x(100 –x -2y) = 0 ------------------> (2)

100 -2x –y = 0
200 -2x -4y =0
-----------------------------
-100 + 3y = 0 => 3y =100 => y =100/3

100 – x –(200/3) = 0 => x = 100/3

 f
2
l= =- 2y
x 2
 2 f 
 2  (100/3 , 100/3 ) = - 200/3
 x 

2 f   f 
m= =   = 100 -2x -2y
xy x  y 
 2 f 
  (100/3 , 100/3 ) = 100 –(200/3) –(200/3) = -(100/3)
 xy 
2 f
n= = -2x
y 2
 2 f 
 2  (100/3 , 100/3 ) = - 200/3
 y 
ln -m2 = (-200/3) (-200/3) - (-100/3)2 = (100)2 /3
The function has a maximum value at (100/3 , 100/3)
100 100 100
i.e. at x = 100/3, y = 100/3  z = 100   
3 3 3
The required numbers are x = 100/3, y = 100/3, z = 100/3

Find the maxima & minima of the function f(x) = 2(x2 –y2) –x4 +y4
Sol: Given f(x) = 2(x2 –y2) –x4 +y4 = 2x2 –2y2 –x4 +y4
For maxima & minima = 0 and =0

= 4x - 4x3 = 0 => 4x(1-x2) = 0 => x = 0 , x = ± 1

= -4y + 4y3 = 0 => -4y (1-y2) = 0 =>y = 0, y = ± 1

 2 f 
l =  2  = 4-12x2
 x 
Page | 87
  2 f 
m =   =   f 
 
=0
 xy  x  y 

 2 f 
n =  2  = -4 +12y2
 y 
we have ln – m2 = (4-12x2)( -4 +12y2 ) – 0
= -16 +48x2 +48y2 -144x2y2
= 48x2 +48y2 -144x2y2 -16
i) At ( 0 , ± 1 )
ln – m2 = 0 + 48 - 0 -16 =32 > 0
l = 4-0 = 4 > 0
f has minimum value at ( 0 , ± 1 )

f (x ,y ) = 2(x2 –y2) –x4 +y4

f ( 0 , ± 1 ) = 0 – 2 – 0 + 1 = -1
The minimum value is ‘-1 ‘.

ii) At ( ± 1 ,0 )
ln – m2 = 48 + 0 - 0 -16 =32 > 0
l = 4-12 = - 8 < 0
f has maximum value at ( ± 1 ,0 )
f (x ,y ) = 2(x2 –y2) –x4 +y4
f ( ± 1 , 0 ) =2 -0 -1 + 0 = 1
The maximum value is ‘1 ‘.
iii) At (0,0) , (± 1 , ± 1)
ln – m2 < 0
l = 4 -12x2
(0 , 0) & (± 1 , ± 1) are saddle points.
f has no max & min values at (0 , 0) , (± 1 , ± 1).

*Extremum : A function which have a maximum or minimum or both is called

‘extremum’
*Extreme value :- The maximum value or minimum value or both of a function is
Extreme value.
*Stationary points: - To get stationary points we solve the equations = 0 and

= 0 i.e the pairs (a1, b1), (a2, b2) ………….. are called

Stationary.
*Maxima & Minima for a function with constant condition :Lagranges Method
Page | 88
 Suppose f(x , y , z) = 0 ------------(1)
( x , y , z) = 0 ------------- (2)
F(x , y , z) = f(x , y , z) + ( x , y , z) where is called Lagrange’s constant.
F
1. = 0 => + = 0 --------------- (3)
x
F
= 0 => + = 0 --------------- (4)
y

F
= 0 => + = 0 --------------- (5)
z

2. Solving the equations (2) (3) (4) & (5) we get the stationary point (x, y, z).
3. Substitute the value of x , y , z in equation (1) we get the extremum

Problem:
Find the minimum value of x2 +y2 +z2, given x + y + z =3a
Sol: u = x2 +y2 +z2
= x + y + z - 3a = 0

Using Lagrange’s function

F(x , y , z) = u(x , y , z) + ( x , y , z)
For maxima or minima
F
= + = 2x + = 0 ------------ (1)
x
F
= + = 2y + = 0 ------------ (2)
y

F
= + = 2z + = 0 ------------ (3)
z
(1) , (2) & (3)
= -2x = -2y = -2z

= x + x + x - 3a = 0 =a
= y =z = a
Minimum value of u = a2 + a2 + a2 =3 a2

Page | 89
 MODULE-III
HIGHER ORDER LINEAR
DIFFERENTIAL EQUATIONS AND
THEIR APPLICATIONS

Page | 90
LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER

Definition: An equation of the form + P1(x) + P2(x) + --------+

Pn(x) .y = Q(x) Where P1(x), P2(x), P3(x)… …..Pn(x) and Q(x) (functions of x) continuous is called
a linear differential equation of order n.
LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Def: An equation of the form + P1 + P2 + --------+ Pn .y = Q(x) where P1, P2,

P3,…..Pn, are real constants and Q(x) is a continuous function of x is called an linear differential
equation of order ‘ n’ with constant coefficients.
Note:

7. Operator D = ; D2 = ; …………………… Dn =

Dy = ; D2 y= ; …………………… Dn y=

8. Operator Q= i e D-1Q is called the integral of Q.

To find the general solution of f(D).y = 0 :

Where f(D) = Dn + P1 Dn-1 + P2 Dn-2 +-----------+Pn is a polynomial in D.
Now consider the auxiliary equation : f(m) = 0
i.e f(m) = mn + P1 mn-1 + P2 mn-2 +-----------+Pn = 0
where p1,p2,p3 ……………pn are real constants.
Let the roots of f(m) =0 be m1, m2, m3,…..mn.
Page | 91
 Depending on the nature of the roots we write the complementary function
as follows:

Consider the following table

S.No Roots of A.E f(m) =0 Complementary function(C.F)
1. m1, m2, ..mn are real and distinct. yc = c1em1x+ c2e m2x +…+ cnemnx
2. m1, m2, ..mn are and two roots are
equal i.e., m1, m2 are equal and yc = (c1+c2x)em1x+ c3em3x +…+ cnemnx
real(i.e repeated twice) &the rest
are real and different.
3. m1, m2, ..mn are real and three yc = (c1+c2x+c3x2)em1x + c4em4x+…+ cnemnx
roots are equal i.e., m1, m2 , m3 are
equal and real(i.e repeated thrice)
&the rest are real and different.

4. Two roots of A.E are complex say yc = (c1 cos x + c2sin x)+ c3em3x +…+ cnemnx
+i -i and rest are real and
distinct.
5. If ±i are repeated twice & rest yc = [(c1+c2x)cos x + (c3+c4x) sin x)]+ c5em5x
are real and distinct +…+ cnemnx
6. If ±i are repeated thrice & rest yc = [(c1+c2x+ c3x2)cos x + (c4+c5x+ c6x2) sin
are real and distinct x)]+ c7em7x +……… + cnemnx
7. If roots of A.E. irrational say  
yc  ex c1 cosh  x  c2 sinh  x  c3em3x  .......  cnemn x
   and rest are real and
distinct.

Page | 92
 Solve the following Differential equations :

7. Solve -3 + 2y = 0

: Given equation is of the form f(D).y = 0

Where f(D) = (D3 -3D +2) y = 0
Now consider the auxiliary equation f(m) = 0
f(m) = m3 -3m +2 = 0  (m-1)(m-1)(m+2) = 0
 m = 1 , 1 ,-2
Since m1 and m2 are equal and m3 is -2
We have yc = (c1+c2x)ex + c3e-2x
8. Solve (D4 -2 D3 - 3 D2 + 4D +4)y = 0

Sol: Given f(D) = (D4 -2 D3 - 3 D2 + 4D +4) y = 0

 A.equation f(m) = (m4 -2 m3 - 3 m2 + 4m +4) = 0
 (m + 1)2 (m – 2)2 = 0
 m= -1 , -1 , 2 , 2
 yc = (c1+c2x)e-x +(c3+c4x)e2x
9. Solve (D4 +8D2 + 16) y = 0
Sol: Given f(D) = (D4 +8D2 + 16) y = 0
Auxiliary equation f(m) = (m4 +8 m2 + 16) = 0
 (m2 + 4)2 = 0
 (m+2i)2 (m+2i)2 = 0
 m= 2i ,2i , -2i , -2i
Yc = [(c1+c2x)cos x + (c3+c4x) sin x)]

10. Solve y11+6y1+9y = 0 ; y(0) = -4 , y1(0) = 14

Sol: Given equation is y11+6y1+9y = 0
f(D) y = 0  (D2 +6D +9) y = 0
Auxiliary equationf(m) = 0  (m2 +6m +9) = 0
 m = -3 ,-3
yc = (c1+c2x)e-3x -------------------> (1)
Differentiate of (1) w.r.to x  y1 =(c1+c2x)(-3e-3x ) + c2(e-3x )
Given y1 (0) =14  c1 = -4 & c2 =2
Hence we get y =(-4 + 2x) (e-3x )
11. Solve 4y111 + 4y11 +y1 = 0
Sol: Given equation is 4y111 + 4y11 +y1 = 0
That is (4D3+4D2+D)y=0
Auxiliary equation f(m) = 0
Page | 93
 4m3 +4m2 + m = 0
m(4m2 +4m + 1) = 0
m( =0
m = 0 , -1/2 ,-1/2
y =c1+ (c2+ c3x) e-x/2
12. Solve (D2 - 3D +4) y = 0
Sol: Given equation (D2 - 3D +4) y = 0
A.E. f(m) = 0
m2-3m + 4 = 0

m= =

  i = 
3
i
7
2 2

y= (c1 cos x + c2sin x)

General solution of f(D) y = Q(x)
Is given by y = yc + yp
i.e. y = C.F+P.I
Where the P.I consists of no arbitrary constants and P.I of f (D) y = Q(x)

Is evaluated as P.I = . Q(x)

Depending on the type of function of Q(x).

P.I is evaluated as follows:
1. P.I of f (D) y = Q(x) where Q(x) =eax for (a) ≠ 0

Case1: P.I = . Q(x) = eax = eax

Provided f(a) ≠ 0
Case 2: If f(a) = 0 then the above method fails. Then
if f(D) = (D-a)k (D)
(i.e ‘ a’ is a repeated root k times).

Then P.I = eax . xk provided (a) ≠ 0

2. P.I of f(D) y =Q(x) where Q(x) = sin ax or Q(x) = cos ax where ‘ a ‘ is constant then P.I =

. Q(x).

sin ax
Case 1: In f(D) put D2 = - a2 f(-a2) ≠ 0 then P.I =

f  a2 
Case 2: If f(-a2) = 0 then D2 + a2 is a factor of (D2) and hence it is a factor of f(D). Then let
f(D) = (D2 + a2) .Ф(D2).
sin ax sin ax 1 sin ax 1  x cos ax
 2  
Then
f ( D ) ( D  a ) ( D )  (  a ) D  a
2 2 2 2 2
 a 2
2a  
Page | 94
 cos ax cos ax 1 cos ax 1 x sin ax
 2  
f ( D ) ( D  a ) ( D )  (  a ) D  a
2 2 2 2 2
 a 2
2a  

9. P.I for f(D) y = Q(x) where Q(x) = xk where k is a positive integer f(D) can be express as
f(D) =[1± ]

Express = = [1± ] -1

Hence P.I = Q(x).

= [1± ] -1 .xk

10. P.I of f(D) y = Q(x) when Q(x) = eax V where ‘a’ is a constant and V is function of x.
where V =sin ax or cos ax or xk

Then P.I = Q(x)

= eax V

= eax [ (V)]

& V is evaluated depending on V.

11. P.I of f(D) y = Q(x) when Q(x) = x V where V is a function of x.

Then P.I = Q(x)

= xV

= [x - f1(D)] V

12. i. P.I. of f(D)y=Q(x) where Q(x)=xmv where v is a function of x.

1 1 1
Then P.I. =  Q( x )  x mv  I .P. of x m (cos ax  i sin ax)
f ( D) f ( D) f ( D)
1
 I .P. of x meiax
f ( D)
1 1
ii. P.I.  x m cos ax  R.P. of x meiax
f ( D) f ( D)
Formulae

7. = (1 – D)-1 = 1 + D + D2 + D3 + ------------------

8. = (1 + D)-1 = 1 - D + D2 - D3 + ------------------

9. = (1 – D)-2 = 1 + 2D + 3D2 + 4D3 + ------------------

Page | 95
 10. = (1 + D)-2 = 1 - 2D + 3D2 - 4D3 + ------------------

11. = (1 – D)-3 = 1 + 3D + 6D2 + 10D3 + ------------------

12. = (1 + D)-3 = 1 - 3D + 6D2 - 10D3 + ------------------

II. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS:

14. Find the Particular integral of f(D) y = when f(a) ≠0
15. Solve the D.E (D2 + 5D +6) y = ex
16. Solve y11+4y1+4y = 4 e3x ; y(0) = -1 , y1(0) = 3
17. Solve y11 + 4y1 +4y= 4cosx+3sinx , y(0) = 1 , y1(0) = 0
18. Solve (D2+9) y = cos3x

19. Solve y111 + 2y11 - y1 – 2y = 1-4x3

20. Solve the D.E (D3 - 7 D2 + 14D - 8) y = ex cos2x
21. Solve the D.E (D3 - 4 D2 -D + 4) y = e3x cos2x
22. Solve (D2 - 4D +4) y =x2sinx + e2x + 3

23. Apply the method of variation parameters to solve + y = cosecx

24. Solve = 3x + 2y , + 5x + 3y =0

25. Solve (D2 + D - 3) y =x2e-3x

26. Solve (D2 - D - 2) y =3e2x ,y(0) = 0 , y1 (0) = -2
SOLUTIONS:
2) Particular integral of f(D) y = when f(a) ≠0
Working rule:
Case (i):
In f(D), put D=a and Particular integral will be calculated.

Particular integral= = provided f(a) ≠0

Case (ii) :
If f(a)= 0 , then above method fails. Now proceed as below.

If f(D)= (D-a)K (D)

i.e. ‘a’ is a repeated root k times, then

Particular integral= . provided (a) ≠0

3. Solve the Differential equation(D2+5D+6)y=ex

Sol : Given equation is (D2+5D+6)y=ex

Page | 96
 Here Q( x) =e x

Auxiliary equation is f(m) = m2+5m+6=0

m2+3m+2m+6=0

m(m+3)+2(m+3)=0

m=-2 or m=-3

The roots are real and distinct

C.F = yc= c1e-2x +c2 e-3x

Particular Integral = yp= . Q(x)

= ex = ex

Put D = 1 in f(D)

P.I. = ex

Particular Integral = yp= . ex

General solution is y=yc+yp

y=c1e-2x+c2 e-3x +

3) Solve y11-4y1+3y=4e3x, y(0) = -1, y1(0) = 3

Sol : Given equation is y11-4y1+3y=4e3x

i.e. -4 +3y=4e3x

it can be expressed as
D2y-4Dy+3y=4e3x
(D2-4D+3)y=4e3x
Here Q(x)=4e3x; f(D)= D2-4D+3
Auxiliary equation is f(m)=m2-4m+3 = 0
m2-3m-m+3 = 0
m(m-3) -1(m-3)=0 => m=3 or 1
The roots are real and distinct.
C.F= yc=c1e3x+c2ex ---- (2)

P.I.= yp= . Q(x)

Page | 97
 = yp= . 4e3x

= yp= . 4e3x

Put D=3
4e3 x 4 e3 x x1
yp    2 e3 x  2 xe 3 x
3  1D  3 2 D  3 1!
General solution is y=yc+yp
y=c1e3x+c2 ex+2xe3x ------------------- (3)
Equation (3) differentiating with respect to ‘x’

y1=3c1e3x+c2ex+2e3x+6xe3x ----------- (4)

By data, y(0) = -1 , y1(0)=3
From (3), -1=c1+c2 ------------------- (5)
From (4), 3=3c1+c2+2
3c1+c2=1 ------------------- (6)
Solving (5) and (6) we get c1=1 and c2 = -2
y=-2e x +(1+2x)e3x

(4). Solve y11+4y1+4y= 4cosx + 3sinx, y(0) = 0, y1(0) = 0

Sol: Given differential equation in operator form

( )y= 4cosx +3sinx

A.E is m2+4m+4 = 0

(m+2)2=0 then m=-2, -2

C.F is yc= (c1 + c2x)

P.I is = yp= put = -1

yp= =

Put = -1

yp=

Page | 98
 = = = sinx

General equation is y = yc+ yp

y = (c1 + c2x) + sinx ------------ (1)

By given data, y(0) = 0 c1 = 0 and

Diff (1) w.r.. t. y1 = (c1 + c2x) + (c2) +cosx ------------ (2)

given y1(0) = 0

(2)  -2c1 + c2+1=0 c2 = -1

Required solution is y = +sinx

5. Solve (D2+9)y = cos3x

Sol:Given equation is (D2+9)y = cos3x

A.E is m2+9 = 0

m= 3i

yc = C.F = c1 cos3x+ c2sin3x

yc =P.I = =

= sin3x = sin3x

General equation is y = yc+ yp

y = c1cos3x + c2cos3x + sin3x

6. Solve y111+2y11 - y1-2y= 1-4x3

Sol:Given equation can be written as

= 1-4x3

A.E is =0

( (m+2) = 0

Page | 99
 m=- 2

m = 1, -1, -2

C.F =c1 + c2 + c3

P.I = 1  4x 3

= 1  4 x3 )

= 1  4 x3 )

= [1+ + + 
+ …..+ 1  4 x
3

1  1 3
 
2  2
 1 1
 
1  D  2 D 2  D  D 2  4 D3   D3   1  4 x 
3

4 8 

= [1- + - D] 1-4 )

= [(1-4 )- + - (-12

= [-4x3+6x2 -30x +16] =

= [2x3-3x2 +15x -8]

The general solution is

y= C.F + P.I

y= c1 + c2 + c3 + [2x3-3x2 +15x -8]

7. Solve -8)y = cos2x

Given equation is

-8)y = cos2x

A.E is =0

(m-1) (m-2)(m-4) = 0

Page | 100
 Then m = 1,2,4

C.F = c1 + c2 + c3

P.I =

= . . Cos2x

 1 1 
 P.I  f ( D) e v  e f D  a  v 
ax ax

 

= . .cos2x

= . .cos2x (Replacing D2 with -22)

= . .cos2x

= . .cos2x

= . .cos2x

= . .cos2x

= (16cos2x – 2sin2x)

2e x
 8 cos 2 x  sin 2 x 
260

ex
 8 cos 2 x  sin 2 x 
130

General solution is y = yc + yp

ex
y  c1e x  c2e 2 x  c3e 4 x  8 cos 2 x  sin 2 x 
130

8. Solve +4)y = +3

Sol:Given +4)y = +3

Page | 101
 A.E is =0

( = 0 then m=2,2

C.F. = (c1 + c2x)

P.I = = + (3)

Now )= ) (I.P of )

= I.P of ) )

= I.P of . )

On simplification, we get

= [(220x+244)cosx+(40x+33)sinx]

and )= ),

P.I = [(220x+244)cosx+(40x+33)sinx] + )+

y = yc+ yp

y= (c1 + c2x) + [(220x+244)cosx+(40x+33)sinx] + )+

Variation of Parameters :

Working Rule :

d2y
 P x   Q( x ) y  R
dy
5. Reduce the given equation of the form 2
dx dx
6. Find C.F.
vRdx uRdx
7. Take P.I. yp=Au+Bv where A=   and B   1
uv  vu
1 1
uv  vu1
8. Write the G.S. of the given equation y  yc  y p

9. Apply the method of variation of parameters to solve + y = cosecx

Sol: Given equation in the operator form is ( ----------------(1)

A.E is =0

 m  i

The roots are complex conjugate numbers.

Page | 102
 C.F. is yc=c1cosx + c2sinx

Let yp = Acosx + Bsinx be P.I. of (1)

u -v = =1

A and B are given by

vRdx
A=   - dx = - =-x
uv1  vu1

uRdx
B=  = = log(sinx)
uv1  vu1

yp= -xcosx +sinx. log(sinx)

General solution is y = yc+ yp.

y = c1cosx + c2sinx-xcosx +sinx. log(sinx)

10. Solve ( +1)y = 100

Sol:A.E is =0

( then m = .

C.F = (c1+c2x)

P.I = = = = 100

Hence the general solution is y = C.F +P.I

y= (c1+c2x) + 100

Applications of Differential Equations:

11. The differential equation satisfying a beam uniformly loaded ( w kg/meter) with one end fixed and the
second end subjected to tensile force p is given by

EI = py - w

Show that the elastic curve for the beam with conditions y=0= at x=0 is given by y =

wx 2
(1-coshnx) + where =
2p
Page | 103
Sol:The given differential equation can be written as

- y= (or)

- = (or)

( )y = -----------(1)

The auxiliary equation is ( ) = 0 => m = n and m= -n

C.F = yc = c1 +c2

P.I = (

= )

= )

= ( + )

The general solution of equation (1) is given by y= C.F + P.I

y= c1 +c2 + ( + )

12. A condenser of capacity ‘C’ discharged through an inductance L and resistance R in series and the charge q

= 0. Given that L=0.25H, R = 250ohms, c=2 * 10  6farads, and

q
at time t satisfies the equation L +R +
C
that when t =0, change q is 0.002 coulombs and the current = 0, obtain the value of ‘q’ in terms of t.

Sol:

Given differential equation is

q q
L +R + = 0 or + + = 0 -------------(1)
C LC

Page | 104
 Substituting the given values in (1), we get

+ + =0 or

+ 1000 + q =0 or

( q=0

Its A.E is =0

 1000  106  8 106  1000  1000 7i

m= 
2 2

= -500 1323i

Thus the solution is q= (c1cos1323t+c2sin1323t)

When t=0, q=0.002 since c1= 0.002

 500e 500t c1 cos1323t  c2 sin 1323t   e500t 1323 c1 sin 1323t  c2 cos 1323t 
dq
Now
dt

dq
When t  0, 0
dt

There fore c2=0.0008

Hence the required solution is q  e

500t
0.002 cos1323t  0.0008 sin1323t 
13. A particle is executing S.H.M, with amplitude 5 meters and time 4 seconds. Find the time required by the
particle in passing between points which are at distances 4 and 2 meters from the Centre of force and are on
the same side of it.

Sol: The equation of S.H.M is =- -------------(1)

Give time period = =4

We have the solution of (1) is x=acos t

Page | 105
 a =5, =

x = 5cos -------------(2)

Let the times when the particle is at distances of 4 meters and 2 meters from the centre of motion
respectively be t1 sec and t2 sec

t1 = since [4= 5cos( )]

and t2 = since [2= 5cos( )]

time required in passing through these points

t2-t1 = - = 0.33sec

differentiating (2) w.r.to ‘t’

= sin

When x=4 meters v = = 4.71 m/sec

When x=2 meters v= m/sec

14. A body weighing 10kgs is hung from a spring. A pull of 20kgs will stretch the spring to 10cms. The body is
pulled down to 20cms below the static equilibrium position and then released. Find the displacement of the
body from its equilibrium position at time t seconds the maximum velocity and the period of oscillation.

Sol:Let 0 be the fixed end and A be the other end of the spring. Since load of 20kg attached to A stretches the
spring by 0.1m.

Let e(AB) be the elongation produced by the mass ‘m’ hanging in equilibrium.

If ‘k’ be the restoring force per unit stretch of the spring due to elasticity, then for the equilibrium at B

Mg = T =ke

20 = T0 = k * 0.1

K = 200kg/m

Page | 106
Let B be the equilibrium position when 10kg weight is

10 = TB= k * AB => AB = = 0.05m

Now the weight is pulled down to c, where BC=0.2. After any time t of its release from c, let the weight be at
p, where BP=x.

Then the tension T = k *AP

= 200(0.05+x) = 10 + 200x

The equation of motion of the body is

= w –T where g =9.8m/sec2

= 10 – (10+200x)

 =- x where = 14

This shows that the motion of the body in simple harmonic about B as centre and the period of oscillation =

= 0.45sec

Also the amplitude of motion being B C=0.2m, the displacement of the body from B at time t is given by x =
0.2cosect

X = 0.2cosect = 0.2cos14t m.

Maximum velocity = (amplitude) = 14 * 0.2 = 2.8m/sec

Page | 107
 MODULE -IV
Multiple Integrals

Page | 108
Multiple Integrals
Double Integral :
I. When y1,y2 are functions of x and x1 and x2 are constants. f(x,y)is first integrated w.r.t y
keeping ‘x’ fixed between limits y1,y2 and then the resulting expression is integrated w.r.t ‘x’ with in
the limits x1,x2 i.e.,
x  x2 y 2 ( x )

 f  x, y dx dy 
R

x  x1

y 1 ( x )
f ( x, y )dydx

II. When x1,x2 are functions of y and y1 ,y2 are constants, f(x,y)is first integrated w.r.t ‘x’
keeping ‘y’ fixed, with in the limits x1,x2 and then resulting expression is integrated w.r.t ‘y’
between the limits y1,y2 i.e.,
y  y2 x 2  y 

 f  x, y dx dy    f  x, y dx dy
R y  y1 x 1  y 

III. When x1,x2, y1,y2 are all constants. Then

y2 x2 x2 y2

 f  x, y dx dy 
R
  f  x, y dx dy    f  x, y dy dx
y1 x1 x1 y1

Problems
2 3

  xy dx dy
2
1. Evaluate
1 1

Page | 109
 2
3 2 
Sol. 1  1 xy dx dy
3
 x2 
2 2
y2
   y 2 .  dy   dy 9  1
1 
2 1 1
2
2 2
8 2
2 1
 y dy  4. y 2 dy
1

2
 3  4 4.7 28
 4.  y   8  1  
 3 1 3 3 3
2 x
2. Evaluate   y dy dx
0 0

2 x  x  2
Sol.   y dy dx    y0  dx

x 0 
y dy
x 0 y 0 
x 2
2
 y2  2 2
1  x3  1
    dx    x 2  0  dx   x 2 dx     8  0   
1 1 8 4
x 0 
2 0 x 0
2 2 x 0 2  3 0 6 6 3

5 x2

  xx  y 2 dx dy
2
3. Evaluate
0 0

Sol.
x2 x2
5
 3 xy 3 
5

  x  x 2
 y 2
 dy dx   x y 
3  y 0
dx
x 0 y 0 x 0 

5
5
 x ( x 2 )3 
5
 5 x7   x 6 1 x8  5 6 58
   x 3 .x 2   dx    x   dx   6  3 . 8   6  24
x 0   x 0    0
3 3

1 1 x 2
dydx
4. Evaluate  
0 0
1  x2  y 2

1 1 x 2
dydx  1 1 x 2
1 
Sol:   1  x 2  y 2 x0 
   dy
1  x2   y 2 
 dx
0 0  y 0

1 x 2
 
1 x
 1 y 
2
1
 1  1
1 1 1
   dy  dx   Tan  dx [  dx  tan 1 ( x )]
  x a a
2 2 2
x 0 1  x  1  x2 
2 a
x 0  y 0 1  x2  y 2 
  y 0

1
1  
 
x 0 1 x
Tan11  Tan1 0 dx or
2 4
(sinh 1x)10  (sinh 1 1)
4

 1
1  1
log( x  x 2  1) 
4 x0 1  x 2
 dx 
4  x 0


 log(1  2)
4

Page | 110
 4 x2

e
y/ x
5. Evaluate dydx
0 0 Answer: 3e4-7
1 x

  (x  y 2 )dxdy
2
6. Evaluate
0 x

Answer: 3/35
2 x

e
( x y )
. Evaluate dydx
0 0

e4  e2
Ans:
2

2 1

x
2
8. Evaluate y 2 dxdy
0 1

3
Ans:
36


e
( x 2
 y2 )
9. Evaluate dxdy
0 0

2  
  

e dxdy   e y   e x dx  dy
( x 2
 y2 ) 2
Sol:
0 0 0 0 

 
 
 e  y2
  e x dx 
2
dy
0
2 0
2

   
e
 y2
 dy  . 
2 0
2 2 4

Alter:

 2 

e   e rdrd
( x y ) r2
dxdy  ( x2  y 2  r 2 )
2 2

0 0 0 r 0

(changing to polar coordinates taking x  r cos  , y  r sin  )

Page | 111
   
  e r  0  1
2
2 2
    d     2  d
0  2
 0 0 

 

  0 2    0
1 1
2 2 2


4
10. Evaluate   xy( x  y)dxdy over the region R bounded by y=x2 and y=x
2
Sol: y= x is a parabola through (0, 0) symmetric about y-axis y=x is a straight line through (0,0) with slope1.
2 2
Let us find their points of intersection solving y= x , y=x we get x =x  x=0,1Hence y=0, 1
 The point of intersection of the curves are (0,0), (1,1)
Consider  xy( x  y)dxdy
R

For the evaluation of the integral, we first integrate w.r.t ‘y’ from y=x2 to y=x and then w.r.t. ‘x’ from x=0 to x=1

  xy  x  y  dy  dx     2  x 2 y  xy 2  dy dx
1 x 1 x

x 0 yx 2
  yx
x 0  

x
1  2 y 2 xy 3 
  x   dx
x 0
 2 3  y  x2

1  x4 x4 x6 x7 
      dx
x 0
 2 3 2 3
1  5x x6 x7 
4
    dx
x 0
 6 2 3
1
 5 x 5 x 7 x8 
 .   
 6 5 14 24 0
1 1 1 28  12  7 28  19 9 3
      
6 14 24 168 168 168 56

  xydxdy where R is the region bounded by x-axis and x=2a and the curve x =4ay.
2
11. Evaluate
R

Sol. The line x=2a and the parabola x2=4ay intersect at B(2a,a)

The given integral =   xy dx dy

R

Let us fix ‘y’

For a fixed ‘y’, x varies from 2 ay to 2a. Then y varies from 0 to a.

Page | 112
Hence the given integral can also be written as
a x 2a a
 x 2a xdx  ydy
 
y 0 x  2 ay
xy dx dy  
y 0  x 2 ay 

2a
a  x2 
 2 ydy
y 0
  x2 ay

a
  2a 2  2ay  y dy
y 0

a
 2a 2 y 2 2ay 3  2a 4 3a 4  2a 4 a 4
   4
  
3  0
a
 2 3 3 3


2
1
12. Evaluate   r sin  d dr
0
0

1  2 
Sol. r 0   0 sin  d dr
r

r   cos   20 dr
1

r 0


r cos  
1
  cos 0 dr
r 0 2
1
 r2  1 1
  r  0  1 dr   rdr      0 
1 1

r 0 0
 2 0 2 2

  x  y 2 dx dy in the positive quadrant

2
14. Evaluate

For

Which x  y  1

  x  y 2 dx dy   x  y 2  dy
1 y 1 x
Sol. 2
dx  2
x 0 y 0
R
1 x
1 y3 
   x 2 y   dx
x 0
 3 0
1
 2 3 1 3  x3 x 4 1 4
   x  x  1  x   dx     1  x  
1

x 0
 3   3 4 12 0

Page | 113
 1 1 1 1
  0 
3 4 12 6
x2 y 2
  x  y 2 dx dy over the area bounded by the ellipse  1
2
14. Evaluate
a 2 b2
x2 y 2
Sol. Given ellipse is  1
a 2 b2
y2 x2 1 2 b2 2
2   2 
i.e.,2
 1  2
 a  x 2
(or ) y 2
 a  x2 
b a a a
b 2
y   a  x2
a
Hence the region of integration R can be expressed as
b 2 b 2
 a  x  a, a  x2  y  a  x2
a a

   x 2  y 2  dx dy   x  y 2  dx dy
a ba2  x2

a 2
x  a y b a2  x2
R a

b a2  x2

 x  y  dx dy  2a  x2 y  y 3 

a b a2  x2 a 3 a
 2 
a 2 2
x  a y  0
0

 2b b3 2 2 3 2 
a  x  3  a  x   dx
a
 2  x . 2 2
a a
 3a 
 b 2 2 2 b3 2 2 3 2 
 4  x a  x  3  a  x   dx
a

a
0
 3a 
Changing to polar coordinates
putting x  a sin 
dx  a cos  d
x x
 sin     sin 1
a a
x  0,   0

x  a,  
2

Page | 114
   ab3   1 1  ab3 3 1  
 4 2  a3b sin 2  cos 2   cos4   d  4  a3b. . 
3 4 2 2 
. . .
0
 3   42 2
  1 
 2 m .
n  1 n  3 2 2
     
n
 sin cos d . ......... 
 0 mn mn2 m 
 
4 3  ab 2 2

16
 a b  ab3  
4
a  b 

Double integrals in polar co-ordinates:

 a sin  rdrd
 
4
5. Evaluate
0
a2  r 2
0

 a sin  rdrd   a sin  r    a sin  2r 

Sol.  
4
  4  dr d  1  4  dr  d
a2  r 2 a2  r 2  2 0 a2  r 2 
 
0 0 0 0 0

1  4
 
a sin  
d   1  4 2  a 2  a 2 sin 2   a 2  0  d
2 0
 2 a2  r 2
0 0  


  a    cos  1 d   a  sin    0
4
4
0

  a   sin       0  0 
 4 4 

  a   1     2   1 
 2 4  4 2

 a sin  a 2
6. Evaluate  
0 0
r dr d Ans:
4
 

  e r r d dr
2
2
7. Evaluate Ans:
0 0 4
 a 1 cos  3 a 2
8. Evaluate  
0 0
r dr d Ans:
4

Change of order of Integration:

4a 2 ax
4. Change the order of Integration and evaluate  
x 0 y  x
2
4a
dy dx

x2
Sol. In the given integral for a fixed x, y varies from to 2 ax and then x varies from 0 to 4a. Let us draw
4a
x2
the curves y  and y  2 ax
4a

Page | 115
the region of integration is the shaded region in diagram.
4a 2 ax
The given integral is    2 dy dx
x 0 y  x
4a

y2
Changing the order of integration, we must fix y first, for a fixed y, x varies from to 4ay and then y
4a
varies from 0 to 4a.
Hence the integral is equal to
4a 2 ay 4a  2 ay 
 
y 0 x  y
2
4a
dx dy  
y  0  x  y

2
4 a
dx dy


 y 2 d y
 x x  y
4a 4a
 dy   
2 ay
2 ay
y 0  4a 
2
y 0
4a 
4a
 y 2 1 y3 
3

 2 a .  . 
 3 4a 3 
 2 0
4 1
 . a .4a 4a  .64a3
3 12a

32 2 16 2 16 2
 a  a  a
3 3 3

 x  y 2  dx dy
a x
5. Change the order of integration and evaluate   x
a 2
0
a

x x
Sol. In the given integral for a fixed x, y varies from to and then x varies from 0 to a
a a

x x
Hence we shall draw the curves y  and y 
a a
i.e.

ay=x and ay2=x

Page | 116
we get ay  ay
2

 ay  ay 2  0

 ay 1  y   0

 y  0, y  1
If y=0, x=0 if y=1, x=a

x  y 2 dx dy
a y x
 
a 2
The shaded region is the region of integration. The given integral is
x 0 y x
a

Changing the order of integration, we must fix y first. For a fixed y, x varies from ay2 to ay and then y varies
from 0 to 1.
Hence the given integral, after change of the order of integration becomes

x  y 2 dx dy
1 ay
 
2
y 0 x  ay 2


1
 ay  x 2  y 2  dx  dy
 x ay2
y 0  
ay
1  x3 
    xy 2  dy
y 0
3  x ay 2

1  a3 y 3 a3 y 6 
   ay 3
  ay 4  dy
y 0
 3 3 
1
 a3 y 4 ay 4 a3 y 7 ay 5 
    
 12 4 21 5  y 0

a3 a a3 a a3 a
     
12 4 21 5 28 20
1 2 x
3. Change the order of integration in 
0 x2
xydxdy and hence evaluate the double integral.

Sol. In the given integral for a fixed x,y varies from x2 to 2-x and then x varies from 0 to 1. Hence we shall draw
the curves y=x2 and y=2-x
The line y=2-x passes through (0,2), (2,0
Solving y=x2 ,y=2-x

Then we get x  2  x
2

 x2  x  2  0
 x2  2 x  x  2  0
 x  x  2  1 x  2  0

Page | 117
  x  1 x  2   0

 x  1, 2
If x  1, y  1
If x  2, y  4
Hence the points of intersection of the curves are (-2,4) (1,1)
The Shaded region in the diagram is the region of intersection.
Changing the order of integration, we must fix y, for the region with in OACO for a fixed y, x varies from

0 to y
Then y varies from 0 to 1
For the region within CABC, for a fixed y, x varies from 0 to 2-y ,then y varies from 1 to 2
1 2 x
Hence 
0 x2
xy dy dx  
OACO
xy dx dy 
CABC
 xy dx dy


1  y xdx  y dy  2  2 y x dx  y dy
 x 0
y 0   y 1 x0 
2 y
y
1  x2  2  x 
2
    y dy     y dy
y 0 y 1 2
 2  x 0   x 0

2 2  y
2
1 y
 . y dy   y dy
y 0 2 y 1 2

y dy  .  4 y  4 y 2  y 3  dy
1 1 2 1 2
 
2 y 0 2 y 1

1 2
1  y3  1  4 y 2 4 y3 y 4 
 .   .    
2  3 0 2  2 3 4 1

1 1 1
 .   2.4  2.1  4 8  1  1 16  1
2 3 2 3 4 

1 1  28 15  1 1  72  112  45  1 1  5  4  5 9 3
  6        6  2 12   24  24  8
6 2  3 4  6 2 12

a 2a x
4. Changing the order of integration 
0 x2
a
xy 2 dy dx

1 1 x 2 
5. Change of the order of integration   y 2 dx dy Ans :
0 0 16

Hint : Now limits are y  0 to1and x  0 to 1  y 2

put y  sin 
1  y 2  cos 
dy  cos  d

Page | 118
 1
  y 2 1  y 2 dy
0

  
  2 sin 2  cos 2  d   2 sin 2  d   2 sin 4  d
0 0 0


1 
2
 
2
 .  
3 1
4 2 2 16  

Change of variables:

The variables x,y in  f  x, y dx dy are changed to u,v with the help of the relations x  f1 u, v  , y  f2 u, v 
R

then the double integral is transferred into

   x, y
 f  f u, v  , f u, v    u, v  du dv
1 2
R1

Where R1is the region in the uv plane, corresponding to the region R in the xy-plane.

Changing from Cartesian to polar co-ordinates

x  r cos , y  r sin 
x x
  x, y   r  cos  r sin 
    
  r ,    y y sin  r cos 
r 

 r  cos2   sin 2    r   f  x, y dx dy   f  r cos  , r sin  r dr d

R R1

Note : In polar form dx dy is replaced by r dr d

Problems:
  
 x2  y 2 
1. Evaluate the integral by changing to polar co-ordinates  
0 0
e dx dy

Sol. The limits of x and y are both from 0 to .

 The region is in the first quadrant where r varies from 0 to  and  varies from 0 to  2

Substituting x  r cos  , y  r sin  and dx dy  r dr d

  
 x2  y 2  dx dy   
    e r r dr d
2
2
Hence e
0 0 0 r 0

Page | 119
Put r 2  t
 2rdr  dt
 r dr  dt
2
Where r  0  t  0 and r    t  
  
 x2  y 2    1 t
  e dx dy   2
 e dt d
0 0  0 t 0 2
 1 t 

0
2

2
 e 0 d
1  2 
0  1 d   0 2    
1 1
  
2 0 2 2 2 4

x  y 2 dx dy
a a2  y 2

2
2. Evaluate the integral by changing to polar co-ordinates
0 0

x  a2  y2
Sol. The limits for x are x=0 to
 x2  y 2  a2
 The given region is the first quadrant of the circle.
By changing to polar co-ordinates
x  r cos , y  r sin  , dx dy  r dr d

Here ‘r’ varies from 0 to a and ' ' varies from 0 to 

2
a
   r4  a4
x  y  dx dy  
a2  y 2 
r rdrd    0 2
a a
 
2 2 2

2 2
  d 
 0 r 0
0 0 0
 4 0 4

  a4
8

4a y x2  y 2  5
6. Show that  
0 y 2
4a x  y
2 2
dx dy  8a 2   
 2 3
2
Sol. The region of integration is given by x  y , x  y and y=0, y=4a
4a

Page | 120
i.e., The region is bounded by the parabola y2=4ax and the straight line x=y.
Let x  r cos , y  r sin  .Then dx dy  rdrd

The limits for r are r=0 at O and for P on the parabola

4a cos 
r 2 sin 2   4a  r cos    r 
sin 2 

For the line y=x, slope m=1 i.e., Tan  1,  

4

The limits for  :  

4 2

Also x 2  y 2  r 2 cos2   sin 2  and x2  y 2  r 2
x2  y 2  4 a cos
 cos 2   sin 2  rdrd
4a y
  2 dx dy   2  sin 2 

4a x  y
0 y 2 2   r  0
4

4 a cos
  r2  sin 2 
    cos 2   sin 2    
2
d
 4
 2 0
  2 
 3  8   2  5
 8a 2  2

4
 cos   sin   cos
2 2

sin 
d  8a   cos   cot   d  8a
4
2

2

4
4 2 2
 12  4  1  8a  2  3  .

Page | 121
Triple integrals:
If x1,x2 are constants. y1,y2 are functions of x and z1,z2 are functions of x and y, then f(x,y,z) is first integrated
w.r.t. ‘z’ between the limits z1 and z2 keeping x and y fixed. The resulting expression is integrated w.r.t ‘y’
between the limits y1 and y2 keeping x constant. The resulting expression is integrated w.r.t. ‘x’ from x1 to x2

y  g2  x  z  f2  x, y 
i.e.  f  x, y, z dx dy dz  f  x, y, z  dz dy dx
b

v

x a 
y  g1  x  
z  f1  x , y 

Problems
1 1 x2 1 x 2  y 2
3. Evaluate 
0 0 0
xyz dx dy dz

1 1 x 2 1 x 2  y 2
Sol.  
x 0 y 0 
z 0
xyz dx dy dz

1 1 x 2 1 x 2  y 2
 dx  dy  xyz dz
x 0 y 0 z 0

1 x 2  y 2
1 1 x 2  z2 
 dx  xy   dy
x 0 y 0
 2  z 0

xy 1  x 2  y 2  dy
1 1 1 x 2

2 x 0 y 0
 dx

x 1  x 2  y  y 3  dy
1 1 1 x 2

2 x 0 y 0
 dx

1 x 2
1 1  y2 y4 
  x 1  x 2    dx
2 x 0  2 4 0

1 x 2
1 1  y 2 x2 y 2 y 4 
 . x     dx
2 x 0  2 2 4 0

 . x  2 1  x 2   2 x 2 1  x 2   1  x 2   dx
1 1 2

8 x  0  
1
1  x2 2 x4 x6 
   x  2 x3  x5  dx   
1 1
 
8 x 0 8 2 4 6 0

Page | 122
 1 1 1 1 1
    
8  2 2 6  48
x z
    x  y  z dx dy dz
1 z
4. Evaluate 1 0 x z

1 z x z
Sol :     x  y  y  dx dydz
1 0 x  z

1  zy 2
 
x z

    xy   zy  dx dz
2
  x  z 
1 0

x z xz
2 2

x x  z  xx  z  
1 z
    z ( x  z )  z ( x  z )dx dz
1 0
 2   2 

1 z  1 
   2 z ( x  z )  2 4 xz dx dz
1 0

z 1
 x2
1 x2  1 z
3
z3   z4 
 2  z.  z x  z.  dz  2.   z  dz  4.    0
2 3
1 1 2
 2 2 0  2  4 1

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 MODULE-V

VECTOR CALCULUS

Page | 124
 Vector Calculus and Vector Operators

INTRODUCTION
In this chapter, vector differential calculus is considered, which extends the basic concepts of
differential calculus, such as, continuity and differentiability to vector functions in a simple and natural way.
Also, the new concepts of gradient, divergence and curl are introduced.
DIFFERENTIATION OF A VECTOR FUNCTION
Let S be a set of real numbers. Corresponding to each scalar t ε S, let there be associated a unique
vector f . Then f is said to be a vector (vector valued) function. S is called the domain of f . We write f

= f (t).

Let i , j , k be three mutually perpendicular unit vectors in three dimensional space. We can write

f = f (t)= f1 (t )i  f 2 (t ) j  f 3 (t ) k , where f1(t), f2(t), f3(t) are real valued functions (which are called

components of f ). (we shall assume that i , j , k are constant vectors).

1. Derivative:
f (t )  f (a)
Let f be a vector function on an interval I and a є I. Then Ltt a , if exists, is called
t a
 df 
the derivative of f at a and is denoted by f 1(a) or   at t = a. We also say that f is differentiable at t
 dt 
=a if f 1(a) exists.

2. Higher order derivatives

df1 f 1 (t )  f 1 (a)
Let f be differentiable on an interval I and f = be the derivative of f . If Ltt a exists
dt t a
11 d2 f
for every a Є I1  I . It is denoted by f = .
dt 2
111
Similarly we can define f (t) etc.

We now state some properties of differentiable functions (without proof)

(1) Derivative of a constant vector is a .
If a and b are differentiable vector functions, then

d da db
(2). (a  b )  
dt dt dt

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 d da db
(3). (a .b )  .b  a .
dt dt dt
d da db
(4). (a  b )  b  a 
dt dt dt

(5). If f is a differentiable vector function and  is a scalar differential function, then

d df d
( f )    f
dt dt dt
(6). If f = f1 (t )i  f 2 (t ) j  f 3 (t ) k where f1(t), f2(t), f3(t) are cartesian components of the vector
df df1 df df
f , then  i 2 j 3 k
dt dt dt dt
df
(7). The necessary and sufficient condition for f (t) to be constant vector function is = 0.
dt

3. Partial Derivatives
Partial differentiation for vector valued functions can be introduced as was done in the case of
functions of real variables. Let f be a vector function of scalar variables p, q, t. Then we write f = f (p,q,t).
Treating t as a variable and p,q as constants, we define

f ( p, q, t  t )  f ( p, q, t )
Ltt 0
t
f
if exists, as partial derivative of f w.r.t. t and is denote by
t
f f
Similarly, we can define , also. The following are some useful results on partial
p q
differentiation.

4. Properties

  a
1) (a )  a 
t t t
 a
2). If λ is a constant, then (a )  
t t
 
3). If c is a constant vector, then (c )  c
t t
 a b
4). (a  b )  
t t t
 a b
5). (a .b )  .b  a .
t t t
 a b
6). (a  b )   b  a 
t t t
7). Let f = f1i  f 2 j  f 3 k , where f1, f2, f3are differential scalar functions of more than one variable,
f f f f
Then  i 1  j 2  k 3 (treating i , j, k as fixed directions)
t t t t
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5. Higher order partial derivatives
 2 f   f   2 f   f 
  ,    etc.
t 2 t  t  pt p  t 
Let f = f (p,q,t). Then

6.Scalar and vector point functions: Consider a region in three dimensional space. To each point p(x,y,z),
suppose we associate a unique real number (called scalar) say . This (x,y,z) is called a scalar point
function. Scalar point function defined on the region. Similarly if to each point p(x,y,z)we associate a unique
vector f (x,y,z), f is called a vector point function.

Examples:
For example take a heated solid. At each point p(x,y,z)of the solid, there will be temperature
T(x,y,z). This T is a scalar point function.
Suppose a particle (or a very small insect) is tracing a path in space. When it occupies a position
p(x,y,z) in space, it will be having some speed, say, v. This speedv is a scalar point function.
Consider a particle moving in space. At each point P on its path, the particle will be having a velocity
v which is vector point function. Similarly, the acceleration of the particle is also a vector point function.
In a magnetic field, at any point P(x,y,z) there will be a magnetic force f (x,y,z). This is called

magnetic force field. This is also an example of a vector point function.

7. Tangent vector to a curve in space.

Consider an interval [a,b].
Let x = x(t),y=y(t),z=z(t)be continuous and derivable for a t b.
Then the set of all points (x(t),y(t),z(t)) is called a curve in a space.
Let A = (x(a),y(a),z(a)) and B = (x(b),y(b),z(b)). These A,B are called the end points of the curve. If A =B, the
curve in said to be a closed curve.
Let P and Q be two neighbouring points on the curve.
Let
r PQ
Then is along the vector PQ. As Q→P, PQ and hence tends to be along the tangent to the
t t
curve at P.
r dr dr
Hence lt = will be a tangent vector to the curve at P. (This may not be a unit vector)
t 0 t dt dt
Suppose arc length AP = s. If we take the parameter as the arc length parameter, we can observe
dr
that is unit tangent vector at P to the curve.
ds
VECTOR DIFFERENTIAL OPERATOR
Def. The vector differential operator (read as del) is defined as

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   
 i  j k . This operator possesses properties analogous to those of ordinary vectors as well as
x y z
differentiation operator. We will define now some quantities known as “gradient”, “divergence” and “curl”

involving this operator . We must note that this operator has no meaning by itself unless it operates on
some function suitably.

GRADIENT OF A SCALAR POINT FUNCTION

Let (x,y,z) be a scalar point function of position defined in some region of space. Then the vector
  
function i j k is known as the gradient of  or 
x y z
     
= ( i  j k ) = i j k
x y z x y z
Properties:
(1) If f and g are two scalar functions then grad(f g)= grad f  grad g

(2) The necessary and sufficient condition for a scalar point function to be constant is that f = 0
(3) grad(fg) = f(grad g)+g(grad f)
(4) If c is a constant, grad (cf) = c(grad f)

f g ( grad f )  f ( grad g )

(5) grad    , ( g  0)
g g2
      
(6) Let r = x i  y j  z k . Then d r  dx i  dy j  dz k if  is any scalar point function, then

d 

dx 

dy 
  
dz   i j

k
 

. idx  jdy  kdz  .d r
z 

x y z  x y

DIRECTIONAL DERIVATIVE
Let (x,y,z) be a scalar function defined throughout some region of space. Let this function have a value  at

a point P whose position vector referred to the origin O is OP = r . Let +Δ be the value of the function

at neighboring point Q. If Δ r . Let Δr be the length of Δ

gives a measure of the rate at which  change when we move from P to Q. The limiting value of

is called the derivative of  in the direction of PQ or simply directional derivative of  at P

and is denoted by d/dr.

Theorem 1: The directional derivative of a scalar point function  at a point P(x,y,z) in the direction of a unit

vector e is equal to e . grad = e . .

Level Surface

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If a surface (x,y,z)= c be drawn through any point P( r ), such that at each point on it, function has the same
value as at P, then such a surface is called a level surface of the function  through P.
e.g. : equipotential or isothermal surface.

Theorem 2:  at any point is a vector normal to the level surface (x,y,z)=c through that point, where c is
a constant.
The physical interpretation of 
The gradient of a scalar function (x,y,z) at a point P(x,y,z) is a vector along the normal to the level
surface (x,y,z) = c at P and is in increasing direction. Its magnitude is equal to the greatest rate of increase

of . Greatest value of directional derivative of  at a point P = |grad | at that point.

SOLVED PROBLEMS
1: If a=x+y+z, b= x2+y2+z2 , c = xy+yz+zx, prove that [grad a, grad b, grad c] = 0.
Sol:- Given a=x+y+z
a a a
There fore  1,  1, 1
x y z
a
Grad a = a =  i x  i  j  k
Given b= x2+y2+z2
b b b
Therefore  2 x,  2 y,  2z
x y z
b b b
Grad b = b = i  j z  2 xi  2 yj  2 zk
x y z
Again c = xy+yz+zx
c c c
Therefore  y  z,  z  x,  y  x
x y z
c c c
Grad c = i  j z  ( y  z )i  ( z  x) j  ( x  y)k
x y z
1 1 1
[grad a, grad b, grad c] = 2 x 2y 2z  0, (on simplifica tion )
yz zx x y
[grad a, grad b, grad c] =0

f i (r )
2: Show that [f(r)] = r where r = xi  yj  zk .
r
Sol:- Since r = xi  yj  zk , we have r2= x2+y2+z2
Differentiating w.r.t. ‘x’ partially, we get

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 r r x r y r z
2r  2x   .Similarly  , 
x x r y r z r
    r x
[f(r)] =  i  j  k  f (r )   i f 1 (r )   i f 1 (r )
 x y z  x r
f 1 (r ) f 1 (r )
=
r
 i x  r .r

1
Note : From the above result, (log r) = r
r2
3: Prove that (rn)= nrn-2 r .
Sol:- Let r = xi  yj  zk and r = r . Then we have r2 = x2+y2+z2 Differentiating w.r.t. x partially, we have
r r x r y r z
2r  2x   .Similarly   and 
x x r y r z r
 r x
(rn)=  i x (r n
)  i nr n1
x
 i nr n1 n r n2  i x  n r n2 (r )
r
Note : From the above result, we can have

1 r r
(1).     , taking n = -1 (2) grad r = , taking n = 1
r
3
r r
4: Find the directional derivative of f = xy+yz+zx in the direction of vector i  2 j  2k at the point (1,2,0).
Sol:- Given f = xy+yz+zx.
f f f
Grad f = i  j z  ( y  z )i  ( z  x) j  ( x  y)k
x y z
If e is the unit vector in the direction of the vector i  2 j  2k , then

i  2 j  2k
1
e  (i  2 j  2k )
1 2 2
2 2 3 2

Directional derivative of f along the given direction =


1
3
   
i  2 j  2k .  y  z i  z  x  j  x  y k at (1,2,0)

5: Find the directional derivative of the function xy2+yz2+zx2 along the tangent to the curve x =t, y = t2, z = t3
at the point (1,1,1).
Sol: - Here f = xy2+yz2+zx2
f f f
f = i
x
 j
y
k
z
     
= y 2  2 xz i  z 2  2 xy j  x 2  2 yz k

At (1,1,1) , f = 3i  3 j  3 k
Let r be the position vector of any point on the curve x =t , y = t2, z = t3. Then
r = xi  y j  z k  ti  t 2 j  t 3 k
r
 i  2tj  3t 2 k  ( i  2 j  3k ) at (1,1,1)
t

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 r
We know that is the vector along the tangent to the curve.
t
i  2 j  3k i  2 j  3k
Unit vector along the tangent = e e  
1  2 2  32 14

Directional derivative along the tangent = f .e

1 3 18
= ( i  2 j  3k ) .3 ( i  j  k ) (1  2  3) 
14 14 14

6: Find the directional derivative of the function f = x2-y2+2z2 at the point P =(1,2,3) in the direction of the
line PQ where Q = (5,0,4).

Sol:- The position vectors of P and Q with respect to the origin are OP = i  2 j  3k and

OQ = 5i  4k

PQ = OQ – OP = 4 i  2 j  k

4i  2 j  k
Let e be the unit vector in the direction of PQ . Then e 
21

f f f
grad f = i j k  2 x i  2 yj  4 zk
x y z
The directional derivative of f at P (1,2,3) in the direction of PQ = e .f
1 1 1
= (4 i  2 j  k ) . (2 x i  2 yj  4 zk ) (8 x  4 y  4 z ) at(1, 2,3)  (28)
21 21 21

7: Find the greatest value of the directional derivative of the function f = x2yz3 at (2,1,-1).
Sol: we have
f f f
grad f = i j k  2 xyz 3 i  x 2 z 3 j  3x 2 yz 2 k =  4i  4 j  12k at (2,1,-1).
x y z
Greatest value of the directional derivative of f = f  16  16  144 = 4 11.

8: Find the directional derivative of xyz2+xz at (1, 1 ,1) in a direction of the normal to the surface 3xy2+y= z
at (0,1,1).
Sol:- Let f(x, y, z)  3xy2+y- z = 0
Let us find the unit normal e to this surface at (0,1,1). Then
f f f
 3y 2 ,  6 xy  1,  1.
x y z
f = 3y2i+(6xy+1)j-k
(f)(0,1,1) = 3i+j-k = n
n 3i  j  k 3i  j  k
e=  
n 9 11 11
Let g(x,y,z) = xyz2+xz,then

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 g g g
 yz 2  z,  xz 2 ,  2 xy  x
x y z
g=(yz2+z)i+xz2j+(2xyz+x)k
And [g] (1,1,1) = 2i+j+3k
Directional derivative of the given function in the direction of e at (1,1,1) = g. e
 3i  j  k  6  1  3 4
=(2i+j+3k).    
 11  11 11

9: Find the directional derivative of 2xy+z2 at (1,-1,3) in the direction of i  2 j  3k .

f f f
Sol: Let f = 2xy+z2then  2 y,  2 x,  2 z.
x y z

f
grad f =  i x  2 yi  2 xj  2 zk and (grad f)at (1,-1,3)=  2i  2 j  6k

given vector is a  i  2 j  3k  a  1  4  9  14
Directional derivative of f in the direction of a is
a .f (i  2 j  3k )(2i  2 j  6k ).  2  4  18 20
  
a 14 14 14

10: Find the directional derivative of  = x2yz+4xz2 at (1,-2,-1) in the direction 2i-j-2k.
Sol:- Given  = x2yz+4xz2
  
 2 xyz  4 z 2 ,  x 2 z,  x 2 y  8 xz.
x y z

Hence  =  i x  i (2 xyz  4 z 2
)  jx 2 z  k ( x 2 y  8 xz )

 at (1,-2,-1) = i(4+4)+j(-1)+k(-2-8)= 8i-j-10k.

The unit vector in the direction 2i-j-2k is
2i  j  2k . 1
a  (2i  j  2k )
4 1 4 3
Required directional derivative along the given direction = . a
= (8i-j-10k). 1/3 (2i-j-2k)
= 1/3(16+1+20) = 37/3.
11: If the temperature at any point in space is given by t = xy+yz+zx, find the direction in which temperature
changes most rapidly with distance from the point (1,1,1) and determine the maximum rate of change.
Sol:- The greatest rate of increase of t at any point is given in magnitude and direction by t.

   
We have t =  i  j  k  ( xy  yz  zx)
 x y z 

= i ( y  z )  j ( z  x)  k ( x  y)  2i  2 j  2k at (1,1,1)

Magnitude of this vector is 2 2  2 2  2 2  12  2 3

Hence at the point (1,1,1) the temperature changes most rapidly in the direction given by the

vector 2i  2 j  2k and greatest rate of increase = 2 3 .

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12: Findthe directional derivative of (x,y,z) = x2yz+4xz2 at the point (1,-2,-1) in the direction of the normal
to the surface f(x,y,z) = x log z-y2 at (-1,2,1).

Sol:- Given (x,y,z) = x2yz+4xz2 at (1,-2,-1) and f(x,y,z) = x log z-y2 at (-1,2,1)
  
Now  = i j k
x y z

= (2 xyz  4 z 2 )i  ( x 2 z ) j  ( x 2 y  8xz )k

()(1,-2,-1) = [2(1)(2)(1)  4(1) 2 ]i  [(1) 2 (1) j ]  [(12 )(2)  8(1)]k    (1)

= 8i  j  10k

f
Unit normal to the surfacef(x,y,z)= x log z- y2 is
f
f f f x
Now f = i j k  log z i  (2 y ) j  k
x y z z
1
At (-1,2,1), f = log(1) i  2(2) j  k  4 j  k
1
f  4 j  k.  4 j  k.
= 
f 16  1 17

f
Directional derivative = .
f

 4 j  k . 4  10 14
= ( 8i  j  10k ).   .
17 17 17
13: Find a unit normal vector to the given surface x2y+2xz = 4 at the point (2,-2,3).
Sol:- Let the given surface be f = x2y+2xz – 4
On differentiating,
f f f
 2 xy  2 z,  x2 ,  2 x.
x y z
f
grad f   i x  i2xy  2z   jx 2
 2 xk

(grad f) at (2,-2,3) = i 8  6  4 j  4k  2i  4 j  4k

grad (f) is the normal vector to the given surface at the given point.
f 2(i  2 j  2k ).  i  2 j  2k
Hence the required unit normal vector = 
f 2 1  22  22 3

14: Evaluate the angle between the normal to the surface xy= z2 at the points (4,1,2) and (3,3,-3).
Sol:- Given surface is f(x,y,z) = xy- z2
Let n1 and n 2 be the normal to this surface at (4,1,2) and (3,3,-3) respectively.

Page | 133
Differentiating partially, we get
f f f
 y,  x,  2 z.
x y z
grad f = yi  xj  2 zk

n1 = (grad f) at (4,1,2) = i  4 j  4k
n 2 = (grad f) at (3,3,-3) = 3i  3 j  6k
Let  be the angle between the two normal.

n1 .n2

i  4 j  4k  . 3i  3 j  6k 
cos  =
n1 n2 1  16  16 9  9  36

(3  12  24) 9

33 54 33 54
15: Find a unit normal vector to the surface x2+y2+2z2 = 26 at the point (2, 2 ,3).

Sol:- Let the given surface be f(x,y,z)  x2+y2+2z2 – 26=0. Then

f f f
 2 x,  2 y,  4 z.
x y z
f
grad f =  i  2xi+2yj+4zk
x
Normal vector at(2,2,3) = [f ](2,2,3) = 4 i +4 j +12 k

f 4(i  j  3k ) i  j  3k
Unit normal vector = = 
f 4 11 11
16: Find the values of a and b so that the surfaces ax2-byz = (a+2)x and 4x2y+z3= 4 may intersect
orthogonally at the point (1, -1,2).
(or) Find the constants a and b so that surface ax2-byz=(a+2)x will orthogonal to 4x2y+z3=4 at the point (1,-
1,2).
Sol:- Let the given surfaces be f(x,y,z) = ax2-byz - (a+2)x-------------(1)
And g(x,y,z) = 4x2y+z3- 4------------(2)
Given the two surfaces meet at the point (1,-1,2).
Substituting the point in (1), we get
a+2b-(a+2) = 0  b=1
f f f
Now  2ax  (a  2),  bz and  by.
x y z
f
f =  i x  [(2ax-(a+2)]i-bz+bk = (a-2)i-2bj+bk
= (a-2)i-2j+k = n1 , normal vector to surface 1.

Page | 134
 g g g
Also  8 xy ,  4x 2 ,  3z 2 .
x y z
g
g =  i x  8xyi+4x j+3z k
2 2

(g)(1,-1,2) = -8i+4j+12k = n 2 , normal vector to surface 2.

Given the surfaces f(x,y,z), g(x,y,z) are orthogonal at the point (1,-1,2).

f . g   0  ((a-2)i-2j+k). (-8i+4j+12k)=0

-8a+16-8+12  a =5/2
Hence a = 5/2 and b=1.

17: Find a unit normal vector to the surface z= x2+y2 at (-1,-2,5)

Sol:- Let the given surface be f = x2+y2-z
f f f
 2 x,  2 y,  1.
x y z
f
grad f = f =  i  2xi+2yj-k
x
(f) at (-1,-2,5)= -2i-4j-k
f is the normal vector to the given surface.
f
Hence the required unit normal vector = =
f
 2i  4 j  k  2i  4 j  k 1
   (2i  4 j  k )
(2)  (4)  (1)
2 2 2
21 21

18: Find the angle of intersection of the spheres x2+y2+z2 =29 and x2+y2+z2 +4x-6y-8z-47 =0 at the point (4,-
3,2).
Sol:- Let f = x2+y2+z2 -29 and g = x2+y2+z2 +4x-6y-8z-47
f f f
Then grad f= i j k  2 xi  2 yj  2 zk and
x y z
grad g = (2 x  4)i  (2 y  6) j  (2 z  8)k
The angle between two surfaces at a point is the angle between the normal to the surfaces at
that point.
Let n1 = (grad f) at (4,-3,2) =8 i  6 j  4k

n 2 = (grad f) at (4,-3,2) = 12i  12 j  4k

The vectors n1 and n 2 are along the normal to the two surfaces at (4,-3,2). Let θ be the angle

between the surfaces. Then

n1 .n2 152
Cos θ= .
n1 n2 116 304

Page | 135
  19 
  cos 1  

 29 
19: Find the angle between the surfaces x2+y2+z2 =9, and z = x2+y2- 3 at point (2,-1,2).
Sol:- Let 1 = x2+y2+z2 -9=0 and 2= x2+y2-z- 3=0 be the given surfaces. Then
1= 2xi+2yj+2zk and 2 = 2xi+2yj-k
Let n1 = 1 at(2,-1,2)= 4i-2j+4k and

n 2 = 2 at (2,-1,2) = 4i-2j-k

The vectors n1 and n 2 are along the normals to the two surfaces at the point (2,-1,2). Let θ be the angle

between the surfaces. Then

n1 n2 (4i  2 j  4k ) (4i  2 j  k ) 16  4  4 16 8
Cos θ =  .   
n1 n2 16  4  16 16  4  16 6 21 6 21 3 21

 8 
  cos 1  .
 3 21 
20: If a is constant vector then prove that grad ( a . r )= a

Sol: Let a = a1i  a2 j  a3 k , where a1,a2,a3 are constants.

a . r = ( a1i  a2 j  a3 k ).( xi  yj  zk ) = a1 x  a2 y  a3 z
  
(a .r )  a1 , (a .r )  a 2 , (a .r )  a3
x y z
grad ( a . r )= a1i  a2 j  a3 k = a
21: If = yzi  zxj  xyk , find .
f f f
Sol:- We know that = i j k
x y z
Given that = yzi  zxj  xyk
  
Comparing the corresponding coefficients, we have  yz ,  zx,  xy
x y z
Integrating partially w.r.t. x,y,z, respectively, we get
= xyz + a constant independent of x.
= xyz + a constant independent of y.
= xyz + a constant independent of z.
Here a possible form of  is = xyz+a constant.

DIVERGENCE OF A VECTOR

f f f
Let f be any continuously differentiable vector point function. Then i .  j.  k . is called
x y z
the divergence of f and is written as div f .
f f f    
i.e., div f = i .  j.  k . =  i  j  k . f
x y z  x y z 

Page | 136
 Hence we can write div f as
div f = . f
This is a scalar point function.

 f1 f 2 f 3
Theorem 1: If the vector f = f1i  f 2 j  f 3 k , then div f =  
x y z
Prof: Given f = f1i  f 2 j  f 3 k

f f f f
i 1  j 2 k 3
x x x x
f  f1 f  f2 f  f3
Also i .  . Similarly j.  and k . 
x x y y z z

 f   f1 f 2 f 3
We have div f =  i. x   x  y  z
 
 f1 f 2 f 3
Note : If f is a constant vector then , , are zeros.
x y z
 div f =0 for a constant vector f .

Theorem 2: div ( f  g ) = div f  div g

Proof: div ( f  g )=  i .

x
 
 
f  g =  i .  f    i . g  = div f  div g .
x x
Note: If  is a scalar function and f is a vector function, then

     
(i). (a .)  a . i  j  k 
  x y z 
   
= (a .i )  (a . j )  (a .k ) 
 x y z 
    
= (a .i )  (a . j )  (a .k ) 
 x y z 

=  (a .i ) . and
x
f
(ii). (a .) f =  (a .i ) . by proceeding as in (i) [simply replace  by f in (i)].
x

SOLENOIDAL VECTOR

A vector point function f is said to be solenoidal if div f =0.

Physical interpretation of divergence:

Depending upon f in a physical problem, we can interpret div f (= . f ).

Page | 137
 Suppose F (x,y,z,t) is the velocity of a fluid at a point(x,y,z) and time ‘t’. Though time has no role in
computing divergence, it is considered here because velocity vector depends on time.
Imagine a small rectangular box within the fluid as shown in the figure. We would like to measure
the rate per unit volume at which the fluid flows out at any given time. The divergence of F measures the
outward flow or expansions of the fluid from their point at any time. This gives a physical interpretation of
the divergence.
Similar meanings are to be understood with respect to divergence of vectors f from other

branches. A detailed elementary interpretation can be seen in standard books on fluid dynamics, electricity
and magnetism etc.

SOLVED PROBLEMS

1: If f = xy 2 i  2 x 2 yzj  3 yz 2 k find div f at(1, -1, 1).

Sol:- Given f = xy 2 i  2 x 2 yzj  3 yz 2 k .

 f1 f 2 f 3   
Thendiv f =   = ( xy 2 )  (2 x 2 yz )  (3 yz 2 )  y2+2x2z-6yz
x y z x y z
(div f ) at (1, -1, 1) = 1+2+6 =9

2: Find div f when grad(x3+y3+z3-3xyz)

Sol:- Let = x3+y3+z3-3xyz.

  
Then  3x 2  3 yz ,  3 y 2  3zx,  3z 2  3xy
x y z
  
grad  = i  j k = 3 [( x 2  yz )i  ( y 2  zx) j  ( z 2  xy )k ]
x y z
 f1 f 2 f 3   
div f =   = [3( x 2  yz )]  [3( y 2  zx)]  [3( z 2  xy )]
x y z x y z
= 3(2x)+3(2y)+3(2z) = 6(x+y+z)
3: If f = ( x  3 y)i  ( y  2 z ) j  ( x  pz )k is solenoid, find P.
Sol:- Let f = ( x  3 y)i  ( y  2 z ) j  ( x  pz )k = f1i  f 2 j  f 3 k
f1 f f
We have  1, 2  1, 3  p
x y z
 f1 f 2 f 3
div f =   = 1+1+p =2+p
x y z
since f is solenoid, we have div f = 0  2  p  0  p  2

4: Find div f = r n r . Find n if it is solenoid?

Sol: Given f = r n r . where r  xi  yj  zk and r  r

Page | 138
 We have r2 = x2+y2+z2
Differentiating partially w.r.t. x , we get

r r x
2r  2x   ,
x x r
r y r z
Similarly  and 
y r z r
f =rn ( xi  yj  zk )

 n  
div f = ( r x)  ( r n y )  ( r n z )
x y z
r r r
= nr n1 x  r n  nr n1 y  r n  nr n1 z  r n
x y z

n 1  x
2

y2 z2 
  n
 n 1 r
2
 
= nr   3r nr +3rn = nrn+3rn= (n+3)rn
r r r r
Let f = r n r be solenoid. Then div f = 0
(n+3)rn = 0  n= -3

r 
5: Evaluate .  3 
where r  xi  yj  zk and r  r .
r 
Sol:- We have
r = xi+yj+zk and r = x2  y2  z 2

r x r y r z
 ,  , and 
x r y r z r
r
 = r . r-3 = r-3xi+r-3yj+r-3zk = f1i+f2j+f3k
r3
 r   f f f
Hence .  3  = 1  2  3
 r  x y z
f1 r
We have f1= r-3 x   r 3 .1  x(3)r 4 .
x x
f1 x
  r 3  3xr 4  r 3  3x 2 r 5
x y
r  f1
. 3 
r 
=  x
 3r 3  3r 5  x 2

= 3r-3-3r-5 r2 = 3r-3-3r-3 =0

6: Find div r where r = xi  yj  zk

Sol:- We have r = xi  yj  zk = f1i  f 2 j  f 3 k

Page | 139
  f1 f 2 f 3   
div r =   = ( x)  ( y )  ( z ) 1  1  1  3
x y z x y z

CURL OF A VECTOR

Def: Let f be any continuously differentiable vector point function. Then the vector function defined by
f f f
i  j   k  is called curl of f and is denoted by curl f or (x f ).
x y z
f f f  f 
Curl f = i   j   k     i  
x y z  x 

Theorem 1: If f is differentiable vector point function given by f = f1i  f 2 j  f 3 k then curl f =

 f 3 f 2   f1 f 3   f 2 f1 
  i     j    k
 y z   z x   x y 
   f f 
Proof : curl f =  i  ( f )  i  ( f1i  f 2 j  f 3 k )    2 k  3 j 
x x  x x 
 f f   f f   f f 
=  2 k  3 j    3 i  1 k    1 j  2 i 
 x x   y y   z z 
 f 3 f 2   f1 f 3   f f 
= i     j    k  2  1 
 y z   z x   x y 
Note: (1) the above expression for curl f can be remembered easily through the representation.
i j k
  
curl f = =x f
x y z
f1 f2 f3

Note (2) : If f is a constant vector then curl f = o .

 
Theorem 2: curl a  b  curl a  curl b

Proof: curl a  b    i  a  b 
x
 a b 
=  i   x  x  =  i  ax   ix bx
 
= curl a  curl b

1. Physical Interpretation of curl

Page | 140
If w is the angular velocity of a rigid body rotating about a fixed axis and v is the velocity of any point
P(x,y,z) on the body, then w = ½ curl v . Thus the angular velocity of rotation at any point is equal to half
the curl of velocity vector. This justifies the use of the word “curl of a vector”.
2. Irrotational Motion, Irrotational Vector

Any motion in which curl of the velocity vector is a null vector i.e curl v = 0 is said to be
Irrotational.

Def: A vector f is said to be Irrotational if curl f = 0 .

If f is Irrotational, there will always exist a scalar function (x,y,z) such that f =grad . This is

called scalar potential of f .

It is easy to prove that, if f = grad , then curl f = 0.

Hence x f = 0  there exists a scalar function  such that f = .

This idea is useful when we study the “work done by a force” later.

SOLVED PROBLEMS

1: If f = xy 2 i  2 x 2 yz j  3 yz 2 k find curl f at the point (1,-1,1).

Sol:- Let f = xy 2 i  2 x 2 yz j  3 yz 2 k . Then

i j k
  
curl f = x f =
x y z
xy 2 2 x 2 yz  3 yz 2
        
= i  (3 yz 2 )  (2 x 2 yz )   j ( xy 2 )  (3 yz 2 )   k  (2 x 2 yz )  ( xy 2 ) 
 y z   z x   x y 
   
= i  3z 2  2 x 2 z  j 0  0  k 4 xyz  2 xy    3z 2  2 x 2 y i  4 xyz  2 xy k
= curl f at (1,-1,1) =  i  2k .

2: Find curl f where f = grad(x3+y3+z3-3xyz)

Sol:- Let = x3+y3+z3-3xyz. Then

grad =  i x  3( x 2
 yz )i  3( y 2  zx) j  3( z 2  xy )k

i j k
  
curl grad = x grad = 3
x y z
x 2  yz y 2  zx z 2  xy
= 3[i  x  x   j  y  y   k  z  z ]  0
 curl f = 0 .
Note: We can prove in general that curl (grad )= 0 .(i.e) grad  is always irrotational.

Page | 141
3: Prove that if r is the position vector of an point in space, then rn r is Irrotational. (or) Show that
curl
Sol:- Let r = xi  yj  zk and r = r  r2= x2+y2+z2.

Differentiating partially w.r.t. ‘x’, we get

r r x
2r  2x   ,
x x r

r y r z
Similarly  , and  We have r n r  r n ( xi  yj  zk )
y r z r

i j k
  
  (rn r )=
x y z
xr n yr n zr n
        
i  (r n z )  (r n y)   j (r n x)  (r n z )   k  (r n y)  (r n x) 
 y z   z x   x y 
 r r    y   z 
=  i  znr n1  ynr n1   nr n1  i  z   y 
 y z    r   r 

 nr n2 [zy  yz i  xz  zx j  xy  yz k ]

 nr n2 [0i  0 j  0k ] = nrn-2 [ 0 ]= 0

Hence rn r is Irrotational.

4: Prove that curl r = 0

Sol:- Let r = xi  yj  zk

curl r =  i  r    (i xi )  0 + 0 + 0 = 0
x
 r is Irrotational vector.

 a xr  a 3r
5: If a is a constant vector, prove that curl  3 
  3  5 (a .r ).
 r  r r
Sol:- We have r = xi  yj  zk

r r r
i ,  j, k
x y z
If r = r then r2 = x2+y2+z2
r x r y r z
 ,  , and 
x r y r z r
 a r    a r 
3  
curl   i  3 
 r  x  r 

Page | 142
   a r  r   1 r 3 r 
Now  3   a   3   a  3  4 r
x  r  x  r   r x r x 

1 3  a  i 3 x( a .  r )
=a i  5 xr   3  .
r 
3
r r r5
  a r   a  i 3x  i  (a  i ) 3x
 i  3   i   3  5 (a  r )   5 i  (a  r )
x  r   r r  r3 r

(i .i )a  (i .a )i 3x
=  5 [(i .r )a  (i.a)r ]
r3 r
Let a = a1i  a2 j  a3 k . Then i . a = a1 , etc.

  a r  (a  a1i) 3x
 i  3   3 ( xa  a1r )
x  r  r3 r
  a r  a  a1i 3
  i  x  3 
r 

r 3
 5  ( x 2 a  a1 xr )
r
3a  a 3a 2 3r
= 3
 5 (r )  5 (a1 x  a 2 y  a3 z )
r r r
2a 3a 3r a 3r
= 3  3  5 (r .a )   3  5 (r .a )
r r r r r

6: Show that the vector ( x 2  yz )i  ( y 2  zx) j  ( z 2  xy ) k is irrotational and find its scalar potential.
Sol: let f = ( x 2  yz )i  ( y 2  zx) j  ( z 2  xy ) k

i j k
  
Then curl f = =  i (  x  x)  0
x y z
x 2  yz y 2  zx z 2  xy

 f is Irrotational. Then there exists  such that f =.

  
i j k 2
= ( x  yz )i  ( y  zx) j  ( z  xy ) k
2 2

x y z
Comparing components, we get

x

 x 2  yz     x 2  yz dx 
x3
3

 xyz  f1 ( y, z )......(1)

 y3
 y 2  zx     xyz  f 2 ( z, x)......(2)
y 3
 z3
 z 2  xy     xyz  f 3 ( x, y)......(3)
z 3

Page | 143
 x3  y3  z 3
From (1), (2),(3),    xyz
3
1
   ( x 3  y 3  z 3 )  xyz  cons tan t
3

Which is the required scalar potential.

7: Find constants a,b and c if the vector f = (2 x  3 y  az )i  (bx  2 y  3z ) j  (2 x  cy  3z ) k is

Irrotational.

Sol:- Given f = (2 x  3 y  az )i  (bx  2 y  3z ) j  (2 x  cy  3z ) k

i j k
  
Curl f = = (c  3)i  (2  a) j  (b  3) k
x y z
2 x  3 y  az bx  2 y  3z 2 x  cy  3z

If the vector is Irrotational then curl f = 0

 2  a  0  a  2, b  3  0  b  3, c  3  0  c  3

8: If f(r) is differentiable, show that curl { r f(r)} = 0 where r = xi  yj  zk .

Sol: r = r = x 2  y 2  z 2

 r2 = x2+y2+z2
r r x r y r z
 2r  2x   , similarly  , and 
x x r y r z r
curl{ r f(r)}= curl{f(r)( xi  yj  zk )}= curl ( x. f (r )i  y. f (r ) j  z. f (r ) k )

i j k
     
=   i  [ zf (r )]  [ yf (r )]
x y z  y z 
xf (r ) yf (r ) zf (r )

 r r   y z
 i  zf 1
(r )
y
 yf 1 (r )    i  zf 1 (r )  yf 1 (r ) 
z   r
 r

= 0.

Page | 144
9: If A is irrotational vector, evaluate div( A x r ) where r = xi  yj  zk .
Sol:We have r = xi  yj  zk
Given A is an irrotational vector
x A = 0
div ( A x r ) = .( A x r )
= r .(x A )- A .(x r )
= r .( 0 )- A .(x r ) [ using (1)]
= - A .(x r )…..(2)

i j k
           
Now x r = = i  z  y   j z  x   k  y  x   0
x y z  y z   x z   x y 
x y z

 A .(x r )=0 …(3)



Hence div ( A x r )=0. [using (2) and (3)]

10: Find constants a,b,c so that the vector A = ( x  2 y  az )i  (bx  3 y  z ) j  (4 x  cy  2 z ) k is

Irrotational. Also find  such that A = .

Sol: Given vector is A = ( x  2 y  az )i  (bx  3 y  z ) j  (4 x  cy  2 z ) k

Vector A is Irrotational  curl A = 0

i j k
  
 0
x y z
x  2 y  az bx  3 y  z 4 x  cy  2 z

 (c  1)i  (a  4) j  (b  2) k  0

 (c  1)i  (a  4) j  (b  2) k = 0i  0 j  0 k

Comparing both sides,

c+1=0, a-4=0, b-2=0
c= -1, a=4,b=2
Now A = ( x  2 y  4 z )i  (2 x  3 y  z ) j  (4 x  y  2 z ) k , on substituting the values of a,b,c

we have A = .
  
 A = ( x  2 y  4 z )i  (2 x  3 y  z ) j  (4 x  y  2 z ) k = i j k
x y z
Page | 145
Comparing both sides, we have

 x+2y+4z = x2/2+2xy+4zx+f1(y,z)
x


 2x-3y-z = 2xy-3y2/2-yz+f2(z,x)
y

 4x-y+2z = 4xz-yz+z2+f3(x,y)
z
Hence = x2/2 -3y2/2+z2+2xy+4zx-yz+c
11: If  is a constant vector, evaluate curl V where V = x r .

   r 
Sol: curl (x r ) =  i  x (  r )   i   x  r    x 

=  i  [ 0    i ] [ a  (b  c )  (a .c )b  (a .b ).c ]
=  i  (  i )  [ (i .i )  (i . )i ]     (i . )i  3    2

Assignments
1. If f = ex+y+z (i  j  k ) find curl f .

2. Prove that f = ( y  z )i  ( z  x) j  ( x  y) k is irrotational.

3. Prove that .( a  f )=  a . curl f where a is a constant vector.

4. Prove that curl ( a  r )=2 a where a is a constant vector.

5. If f = x 2 yi  2 zx j  2 yz k find (i) curl f (ii) curl curl f .

OPERATORS

Vector differential operator 

     
The operator  = i  j k is defined such that = i j k where  is a scalar
x y z x y z
point function.

Note: If  is a scalar point function then = grad =  i x
(2) Scalar differential operator a .
  
The operator a . = (a .i )  (a . j )  (a .k ) is defined such that
x y z
  
( a .)= (a .i )  (a . j )  (a .k )
x y z
f f f
And ( a .) f = (a .i )  (a . j )  (a .k )
x y z
(3). Vector differential operator a x
Page | 146
   
The operator a x= (a  i )  (a  j )  (a  k ) is defined such that
x y z
  
(i). ( a x)= (a  i )  (a  j )  (a  k )
x y z
f f f
(ii). ( a x). f = (a  i ).  (a  j ).  (a  k ).
x y z
f f f
(iii). ( a x)x f = (a  i )   (a  j )   (a  k ) 
x y z

(4). Scalar differential operator .

   f f f
The operator  = i.  j.  k . is defined such that . f = i.  j.  k .
x y z x y z
Note: . f is defined as div f . It is a scalar point function.
(5). Vector differential operator  x
  
The operator  x = i   j   k  is defined such that
x y z
f f f
x f = i   j k 
x y z
Note : x f is defined as curl f . It is a vector point function.

(6). Laplacian Operator 2

       2   2 2 2 
.=  i .  i j k    2   2  2  2    2

x  x y z  x  x y z 
2 2 2
Thus the operator   2  2  2 is called Laplacian operator.
2

x y z
Note : (i). 2= .() = div(grad )
(ii). If 2=0 then  is said to satisfy Laplacian equation. This  is called a harmonic function.

SOLVED PROBLEMS

1: Prove that div.(grad rm)= m(m+1)rm-2 (or) 2(rm) = m(m+1)rm-2 (or) 2(rn) = n(n+1)rn-2
Sol: Let r  xi  yj  zk and r = r then r2 = x2+y2+z2.

r r x
Differentiating w.r.t. ’x’ partially, wet get 2r = 2x  = .
x x r
r y r z
Similarly = and =
y r z r
 r x
Now grad(rm) =  i x (r m
) =  i mr m1
x
=  i mr m 1 =  i mr m2 x
r

Page | 147
   m 3 r 
 div (grad rm) =  x [mr m2
x] =m  (m  2)r x  r m2 
 x 
  
=m  (m  2)r m4 x 2  r m2  m (m  2)r m4  x 2  r m2 
= m[(m-2)rm-4(r2)+3rm-2]
= m[(m-2) rm-2+3rm-2]= m[(m-2+3)rm-2]= m(m+1)rm-2.
Hence 2(rm) = m(m+1)rm-2

d 2 f 2 df 2
2: Show that 2[f(r)]= 2
  f 11 (r )  f 1 (r ) where r = r .
dr r dr r
 r x
Sol: grad [f(r)] = f(r)=  i x [ f (r )]  i f
x
  i f 1 (r )
1
(r )
r

 div [grad f(r)] = 2[f(r)] = .f(r)=   f 1 (r ) 
x
x  r
 1 
r [ f (r ) x]  f 1 (r ) x (r )
=  x 2
x
r
 r   x
r  f 11 (r ) x  f 1 (r )  f 1 (r ) x 
 x  r
= 2
r

x  x
rf 11 (r ) x  r f 1 (r )  f 1 (r ) x 
=
r r
2
r
x
 rf 11
(r ) x  rf 1 (r )  x 2 1
r f r 
 2
.
r r

f 11r  2 3 1

r 2
 
r  f r   3 f 1 r r 2
r r
1

 f 11r   f r 
2 1
r
3: If  satisfies Laplacian equation, show that  is both solenoidal and irrotational.
Sol: Given 2 = 0 div(grad )= 0  grad  is solenoidal

We know that curl (grad ) = 0 grad  is always irrotational.

2.Show that (i) ( a .)= a . (ii) ( a .) r = a .

Sol: (i). Let a = a1i  a2 j  a3 k . Then

     
a .= ( a1i  a2 j  a3k ).( i  j k )= a1  a2  a3
x y z x y z

Page | 148
   
 ( a .)= a1  a2  a3
x y z
Hence ( a .)= a .
(ii). r = xi  yj  zk

r r r
  i,  j, k
x y z

 r
( a .) r = a 1
x
(r )  a 1
x
 a1i  a2 j  a3 k = a

5: Prove that (i) ( f x). r =0 (ii). ( f x)x r =  2 f

r
Sol: (i) ( f x). r =  ( f  i ). =  ( f  i ).i =0
x
  
(ii) ( f x)= ( f  i )  ( f  j)  ( f  k )
x y z

( f x)x r = ( f  i ) 
r
x
r
 ( f  j)   ( f  k ) 
y
r
z

  ( f  i )  i   ( f .i)i  f 
= ( f .i)i  ( f . j ) j  ( f .k )k  3 f  f  3 f  2 f

6: Find div F , where F = grad (x3+y3+z3-3xyz)

Sol: Let = x3+y3+z3-3xyz. Then
F = grad 


 i = 3( x 2  yz )i  3( y 2  zx) j  3( x 2  xy ) k = F1i  F2 j  F3 k ( say)
x
F1 F2 F3
 div F=   = 6x+6y+6z= 6(x+y+z)
x y z
i.e div[grad(x3+y3+z3-3xyz)]= 2(x3+y3+z3-3xyz)= 6(x+y+z).
7: If f= (x2+y2+z2)-n then find div grad f and determine n if div grad f= 0.
Sol: Let f= (x2+y2+z2)-n and r = xi  yj  zk

r = r  r2 = x2+y2+z2

f(r) = (r2)-n = r-2n

 f1(r)= -2n r-2n-1
and f11(r) = (-2n)(-2n-1)r-2n-2= 2n(2n+1)r-2n-2

We have div grad f = 2f(r)= f11(r)+2/rf1(r)= (2n)(2n+1)r-2n-2 -4n r-2n-2

= r-2n-2[2n(2n+1-2)]= (2n)(2n-1)r-2n-2
If div grad f(r) is zero, we get n = 0 or n = ½ .

Page | 149
  A  r  ( 2  n ) A n( r . A ) r
8: Prove that x  n 
  .
 r  rn r n 2
Sol: We have r = xi  yj  zk and r= r = x2  y2  z 2

r r r
  i,  j,  k and
x y z
r2 = x2+y2+z2…..(1)
Diff. (1) partially,

r r x r y r z
2r  2x   , similarly  and 
x x r y r z r

 Ar    (A r) 
x  n 
   i   
 r  x  r n 

  (A  r)  r   r ni  r n r n1  r
   A  n   A  x
x  r n 
Now
x  r   r 2n 
 r ni  n r n2 xr  1 n 
= A   A   n i  n2 .xr 
r 
2n
 r  r

A i n
=  n 2 .x( A  r )
rn r

  ( A  r )  i  ( A  i ) nx
i     n2 .i  ( A  r )
x  r n  rn r
(i .i ) A  (i . A )i nx
= n
 n2 [(i .r ) A  (i . A )r ]
r r

Let A1i  A2 j  A3 k . Then i . A  A1

  ( A  r )   A  A1i  nx
i     [ xA  A1r ]
x  r n   r n  r n2

  (A  r)   A  A1i  nx
and  i        n2 [ xA  A1r ]
x  r n
  r
n
 r
3A  A n nr
= n
 n 2 [r 2 A ]  n 2 ( A1 x  A2 y  A3 z )
r r r
2A n nr (2  n) A nr
 n
 n A  n2 ( A.r )   n2 ( A.r )
r r r rn r
Hence the result.

VECTOR IDENTITIES

Theorem 1: If a is a differentiable function and  is a differentiable scalar function, then prove that div( a
)= (grad ). a + div a or .( a )= (). a +(. a )
Page | 150
Proof: div( a )=.( a )=  i.

x
 
a

  a      a 
=  i . x a   x  =   i. x a     i x 
 
    a 
=   i x .a    i x  =(). a +(. a )
Theorem 2:Prove that curl ( a )= (grad )x a + curl a

Proof : curl ( a )=x( a )=  i  (a )
x
  a      a 
=  i   x a   x  =   i x   a    i  x 
= x a +(x a )=(grad )x a + curl a

Theorem 3: Prove that grad ( a . b )= (b .)a  (a .)b  b  curl a  a  curl b

Proof: Consider

 b 
  
a  curl b  a    b  a    i  
 x 
 b 
  a   i  
 x 

 b  b   b   
   a . i  (a .i )    i a .   a . i b
 x  x   x   x 

 b 
a  curl b   i  a .   (a .)b ….(1)
 x 
 a 
Similarly, b  curl b   i  b. x   (b .)a …………………….(2)
(1)+(2) gives

 b   a 
a  curl b  b  curl a   i  a .   (a .)b   i  b .   (b .)a
 x   x 

 b a 
 a  curl b  b  curl a  (a .)b  (b .)a   i  a .  b . 
 x x 

 i (a .b )
x

= ( a . b )=grad ( a . b )

Page | 151
Theorem 4: Prove that div (a  b) = b . curl a  a . curl b

  a b 
Proof: div (a  b)   i . x (a  b )   i . x  b  a  x 
 

 a   b   a   b 
  i .  b    i. a      i  .b    i  . a
 x   x   x   x 
= (  a ).b  (  b ).a = b . curl a  a . curl b

Theorem 5 :Prove that curl (a  b )  a div b  bdiv a  (b .)a  (a .)b

  a b 
Pr oof : curl (a  b )   i  (a  b )   i   b  a  
x  x x 

 a   b 
 i   x  b    i   a  x 
 

 a  a    b  b 
  ( i .b )   i .  b    i .  a  ( i .a ) 
 x  x    x  x 

a  a   b   
  (b .i )    i .  b   i .  a   a . i  b
x  x   x   x 

 (b .)a  (.a )b  (.b )a  (a .)b

 (.b )a  (.a )b  (b .)a  (a .)b

 a div b  b div a  (b .)a  (a .)b

Theorem 6: Prove that curl grad  = 0.
Proof: Let  be any scalar point function. Then
  
.grad   i j k
x y z

i j k
  
curl ( grad ) 
x y z
  
x y z

  2  2    2  2    2  2 
=  yz zy  
i  j    k   0
   xz zx   xy yx 
Note : Since Curl ( grad )  0 , we have grad  is always irrotational.
7. Prove that div curl f  0

Pr oof : Let f  f1i  f 2 j  f 3 k

Page | 152
 i j k
  
 curl f    f 
x y z
f1 f2 f3

 f f   f f   f f 
  3  2 i  3  1  j  2  1 k
 y z   x z   x y 

  f3 f 2    f3 f1    f 2 f1 

 div curl f  .( f )         
x  y z  y  x z  z  x y 

 2 f 3  2 f 2  2 f 3  2 f1  2 f 2  2 f1
      0
xy xz yx yz zx zy

Note : Since div(curl f )  0, we have curl f is always solenoidal.

Theorem 8: If f and g are two scalar point functions, prove that div(fg)= f2g+f. g
Sol: Let f and g be two scalar point functions. Then
g g g
g  i j k
x y z
g g g
Now fg  i f  jf  kf
x y z

  g    g    g 
∴.(fg)  f   f   f 
x  x  y  y  z  z 

 2g 2g  2 g   f g f g f g 
= f  2    .  .  . 
 x y 2 x 2   x x y y z z 

 f f f   g g g 
=f2g+  i j k .  i j k .
 x y z   x y z 
= f2g+f. g

Theorem 9: Prove that x(x a )= (. a )-2 a .


Proof: x(x a ) =  i  x (  a )
   a a a 
Now i  ( a )  i   i   j k  
x x  x y z 

 2a  2a 2a 
 i  i  2  j  k  
 x xy xz 

 2a   2a   2a 

 i  i  2   i  j   i k  
 x   xy   xz 

Page | 153
   2a   2a  2a   2a 
  i . 2 i  2   i .  j   i . k [ i.i  1, i. j  i.k  0]
 x  x  xy   xz 
  a    a    a   2 a  a   a
2
= i  i .   j  i .   k  i .      i .  
x  x  y  y  z  x  x 2  x  x
2

 a 2a   2a  2a  2a 
 i  ( a )   i .  2  (.a )   2  2  2 
x x x  x y z 
 x(x a )= (. a )-2 a
i.e., curlcurla  grad diva  2 a

SOLVED PROBLEMS

1: Prove that (f xg)is solenoidal.

Sol: We know that div ( a x b ) = b . curl a  a . curl b

Take a=f and b= g

 
Then div (f x g) = g. curl (f) - f. curl (g)=0  curl (f )  0  curl (g ) 

f g is solenoidal.

   
2.Prove that (i) div (r  a)b  2(b.a) (ii) curl (r.a)  b  b  a where a and b are constant vectors.

Sol: (i)

div  r  a   b   div[(r .b )a  (a ..b )r ]

 div (r .b )a  (a ..b )r

  r .b  div a  a .grad  r .b    a .b  div r  r . grad  a .b 

We have div a  0, div r  3, grad (a .b )  0

  
div r  a  b  0  a.grad r.a  3 a.a   
i
 a.
x
   
r.b  3 a.b

r
 a. i .b  3 a.b
x
 
 a. i  i.b   3  a.b 

 a.b  3  a.b   2  a.b 

 2  b.a 

Page | 154
(ii) curl  r  a   b  curl  r.b a   a.b  r 
   
 curl r.b a  curl a.b r

  r.b  curla  grad  r.b   a

 0    r.b   a  curla  0 

 b  a Since grad  r.b  = b

 r 2
3: Prove that  .   3 r .
 r r
r   r 
Sol: We have .  
r
 i. x  r 
 1 r  1  x   1 r 
=  i.   r  2      i.  i  3 x
 r x  r  r   r r 
1 1 3 1 2
=  i.i  3 r 2   
r r r r r

 r     2   2  x  2 2r
 .     i  x  r   =  i  r 2    3  xi  3 .
 r  r
 r    r
4: Find (Ax), if A = yz2 i - 3xz2 j +2xyz k and  = xyz.
Sol : We have

i j k
Ax= yz
2
 3xz 2
2 xyz
  
x y z
        
= i (3xz 2 )  (2 xyz )   j  ( yz 2 )  (2 xyz)   k  ( yz 2 )  (3 xz 2 )
 x y   z x   y x 
= i (-6xz-2xz)- j (2yz-2yz)+ k (z2+3z2)= -8xz i -0 j +4z2 k

 (Ax), = (-8xz i +4z2 k )xyz = -8x2yz2 i +4xyz3 k

Vector Integration

  


Line integral:- (i) F .d r is called Line integral of
c
F along c

  
Note : Work done by F along a curve c is  F .d r
c

PROBLEMS

Page | 155
     
1. If F (x2-27) i -6yz j +8xz2 k , evaluate d r from the point (0,0,0) to the point (1,1,1) along the

Straight line from (0,0,0) to (1,0,0), (1,0,0) to (1,1,0) and (1,1,0) to (1,1,1).
   
Solution: Given F = (x2-27) i -6yz j +8xz2 k

Now r = x i + y j + z k  d r  dxi + dy j + dz k

 F .dr = (x2-27)dx – (6yz)dy +8xz2dz

(i) Along the straight line from O = (0,0,0) to A = (1,0,0)

Here y =0 =z and dy=dz=0. Also x changes from 0 to 1.
 1
 x3 1 1  80
  F .dr =  (x -27)dx =   27 x  =  27 
2

OA o 3 0 3 3

(ii) Along the straight line from A = (1,0,0) to B = (1,1,0)

Here x =1, z=0  dx=0, dz=0. y changes from 0 to 1.
 1
  F .dr =  (6 yz )dy  0
AB y 0

(iii) Along the straight line from B = (1,1,0) to C = (1,1,1)

x =1 =y 
dx=dy=0 and z changes from 0 to 1.
 1
 8z3  1 8 1
 F . d r =  8 xz dz   8 xz dz    0 
2 2

BC z 0 z 0  3  3

(i)  (ii )  (iii )   F . d r = 88
C 3

   
2. If F =(5xy-6x2) i +(2y-4x) j , evaluate  F . d r Along the curve C in xy-plane y=x3from (1,1) to (2,8).
C

  
Solution : Given F =(5xy-6x2) i +(2y-4x) j ,-------(1)
Along the curve y=x3, dy =3x2 dx
  
 F =(5x -6x ) i +(2x3-4x) j , [Putting y=x3 in (1)]
4 2


d r = dx i + dy j = dx i +3x2dx j
  
F . d r = [(5x4-6x2) i +(2x3-4x) j ].  dx i  3x 2 dx j 


 
4 2 3 3
= (5x – 6x ) dx+(2x – 4x)3x dx
= (6x5+5x4-12x3 -6x2)dx
 2
Hence  F . d r =  (6 x5  5x 4  12 x3  6 x 2 )dx
y  x3 1

Page | 156
  x6 x5 x4 x3 
 
2
=  6.  5.  12.  6.   x  x  3x  2 x
6 5 4 3

 6 5 4 4 1

= 16(4+2-3-1) – (1+1-3-2) = 32+3 = 35

 
3. Find the work done by the force F = z i + x j + y k , when it moves a particle along the arc of the curve r =

cost i + sint j -t k from t = 0 to t = 2
   
Solution : Given force F = z i + x j +y k and the arc is r = cost i + sin t j -t k

i.e., x = cost, y= sin t, z = -t


 d r = (-sin t i +cost j - k )dt
  
 F . d r = (-t i +cost j +sin t k ). (-sin t i + cost j - k )dt = (t sin t + cos2 t – sin t)dt
2  2

Hence work done = 

0
F .d r = 
0
(t sin t + cos2 t – sin t ) dt

2 2 2
1  cos 2t
= t ( cos t )0   ( sin t )dt  
2
dt   sin t dt
0 0
2 0

2
1  sin 2t 
  cos t 0
2 2
=  2  (cos t )   t  0
2 2 0
1
=  2  (1  1)  (2 )  (1  1)  2    
2
PROBLEMS

1. Evaluate  F.ndS where F = zi + xj  3y zk and S is the surface x 2 2

+ y2 = 16 included in the first octant
between z = 0 and z = 5.
Sol. The surface S is x2 + y2 = 16 included in the first octant between z = 0 and z = 5.
Let  = x2 + y2 = 16

  
Then  = i  j  k  2xi  2y j
x y z

 xi  y j
 unit normal n  (  x 2 + y 2 = 16)
 4
Let R be the projection of S on yz-plane

dydz
Then  F.ndS =
S
 F.n
R n.i
……………. *

Given F = zi + xj  3y2zk

Page | 157
 1
 F . n  (xz  xy)
4
x
and n .i
4
In yz-plane, x = 0, y = 4
In first octant, y varies from 0 to 4 and z varies from 0 to 5.
4
 xz  xy  dydz
5

S
 F.ndS = 
y 0

z 0  4  x

4
4 5
= 
y 0 z 0
 (y  z)dz dy

= 90.

2. If F = zi + xj  3y2zk, evaluate  F.ndS where S is the surface of the cube bounded by x = 0, x = a, y = 0,

S

y= a, z = 0, z = a.

Sol. Given that S is the surface of the x = 0, x = a, y = 0, y = a, z = 0, z = a, and F = zi + xj  3y2zk we

need to evaluate  F.ndS .

S

Q
P

O A X

R
S

(i) For OABC

Eqn is z = 0 and dS = dxdy

n  k
 F.ndS
a a
=    (yz) dxdy = 0
S x 0 y 0
1

(ii) For PQRS

Page | 158
 Eqn is z = a and dS = dxdy

n k

  y(a)dy  dx 
a4
a a

 F.ndS =
S2 x 0
 y 0 2
(iii) For OCQR

Eqn is x = 0, and n  i , dS = dydz

a a

 F.ndS =
S3

y 0

z 0
4xzdydz  0

(iv) For ABPS

Eqn is x = a, and n  i , dS = dydz

 F.ndS = y0  z0 4azdz dy  2a

a a
4

S3

(v) For OASR

Eqn is y = 0, and n   j , dS = dxdz

a a

 F.ndS =
S5

y 0

z 0
y2dzdx  0

(vi) For PBCQ

Eqn is y = a, and n   j , dS = dxdz

a a

 F.ndS =  y0 z0 y dzdx  0

2

S6

From (i) – (vi) we get

a4 3a 4
 F.ndS = 0 + +0+ 2a 4
+0  a4 =
S6 2 2

VOLUME INTEGRALS
 
 
Let V be the volume bounded by a surface r  f (u,v). Let F ( r ) be a vector point function define over V.
Divide V into m sub-regions of volumes V1 , V2 ,....V p ....Vm

Page | 159
  m 
Let Pi ( r i ) be a point in  Vi .Then form the sum Im =  F (r )V . Let m   in such a way that  Vi
i 1
i i

 
shrinks to a point,. The limit of Im if it exists, is called the volume integral of F ( r ) in the region V is
  
denoted by  F (r ) dv or  Fdv.
V V

   
Cartesian form : Let F  r   F1 i  F2 i  F3 k where F1, F2, F3 are functions of x,y,z. We know that

dv = dx dy dz. The volume integral given by

      

 Fdv     ( F1 i  F2 i  F3 k ) dx dy dz = i    F dxdydz + j    F2 dxdydz + k    F3 dxdydz

v
1

Page | 160
Vector Integral Theorems
Introduction

In this chapter we discuss three important vector integral theorems: (i) Gauss divergence theorem,
(ii) Green’s theorem in plane and (iii) Stokes theorem. These theorems deal with conversion of
 
(i) 
S
F . n ds into a volume integral where S is a closed surface.
 
(ii) 
C
F .d r into a double integral over a region in a plane when C is a closed curve in the
plane and.
 
(iii) 
S
(  A) . n ds into a line integral around the boundary of an open two sided surface.

Page | 161
I. GAUSS’S DIVERGENCE THEOREM
(Transformation between surface integral and volume integral)

Let S be a closed surface enclosing a volume V. If F is a continuously differentiable vector point
function, then
 

 div Fdv   F . n dS
V s


When n is the outward drawn normal vector at any point of S.
SOLVED PROBLEMS
1) Verify Gauss Divergence theorem for taken over the surface of the
cube bounded by the planes x = y = z = a and coordinate planes.
Sol: By Gauss Divergence theorem we have

 F .ndS   divFdv
S V

a a
 a3  a
 a3  a  a3  a  a3  2 a5
 
0 0  3  a dydz  0  3  a  ( y)0 dz   3  a  a 0 dz   3  a  a  3  a ……(1)
3

Verification: We will calculate the value of  F .ndS over the six faces of the cube.
S

(i) For S1 = PQAS; unit outward drawn normal

x=a; ds=dy dz; 0≤y≤a, 0≤z≤a

 F .n  x3  yz  a3  yz sin cex  a
a a
   F .ndS    (a  yz)dydz
3

S1 z 0 y 0

(ii) For S2 = OCRB; unit outward drawn normal

x=0; ds=dy dz; 0≤y≤a, y≤z≤a

Page | 162
(iii) For S3 = RBQP; Z = a; ds = dxdy;
0≤x≤a, 0≤y≤a

a a
   F ndS    adxdy  a .....(4)
3

S3 y 0 x 0

(iv) For S4 = OASC; z = 0; , ds = dxdy;

0≤x≤a, 0≤y≤a

(v) For S5 = PSCR; y = a; , ds = dzdx;

0≤x≤a, 0≤z≤a

 (2ax z)
2 a
z 0 dx
x 0

(vi) For S6 = OBQA; y = 0; , ds = dzdx;

0≤x≤a, 0≤y≤a

Page | 163
2.Compute over the surface of the sphere x2+y2+z2 = 1

Sol: By divergence theorem  F .ndS =

S


    
 
V   i  j  k  x 2  y 2  z 2  1  2( xi  y j  zk )
 x y y 

2( xi  y j  zk )
 Unit normal vector = n =  xi  y j  zk Since x2  y 2  z 2 =1
2 x y z
2 2 2

 F .n = F.( xi  y j  zk )  (ax2  by 2  cz 2 )  (a xi  by j  czk ).( xi  y j  zk )

i.e., F  axi  by j  czk .F  a  b  c

Hence by Gauss Divergence theorem,

By transforming into triple integral, evaluate where S is the

closed surface consisting of the cylinder x2+y2 = a2 and the circular discs z= 0 , z= b.
Sol: Here
F1 F F
 3x 2 , 2  x 2 , 3  x 2
x y z

F1 F2 F3

.F     3x 2  x 2  x 2  5 x 2
x y z

By Gauss Divergence theorem,

Page | 164
  F1 F2 F3 
  F dydz F dzdx  F dxdy      x 
1 2 3
y
  dxdydz
z 

   ( x3dydz x 2 ydzdx  x 2 zdxdy     5x 2dxdydz

s

a a2  x2 b
 5   x 2 dxdydz
 a y  a 2  x 2 z  0

a a2  x2 b
 20   x 2 dxdydz [Integrand is even function]
0 0 z 0


[Put x  a sin   dx  a cos d when x  a    and x  0    0]
2

3: Applying Gauss divergence theorem, Prove that

Sol: Let we know that div

By Gauss divergence theorem,  F .ndS   divFdv

v

4: Show that where S is the surface of the sphere

x2+y2+z2=1.
Sol: Take
F1 F2 F3
divF     abc
x y z

Page | 165
By Gauss divergence theorem,

4
  F .ndS  (a  b  c)
s
3
5: Using Divergence theorem, evaluate
x2+y2+z2=a2

Sol: We have by Gauss divergence theorem,  F .ndS   divFdv

s v

L.H.S can be written as in Cartesian form

Comparing with the given expression, we have F1=x, F2=y, F3=z
F1 F2 F3
Then divF    3
x y z

  divFdv   3dv  3V
v v

Here V is the volume of the sphere with radius a.

4 3
V  a
3
Hence

1: Apply divergence theorem to evaluate   ( x  z)dydz  ( y  z )dzdx  ( x  y)dxdy S is the surface of

s

the sphere x2+y2+z2=4

Sol: Given   ( x  z)dydz  ( y  z )dzdx  ( x  y)dxdy

s

Here F1 = x+z, F2 = y+z, F3= x+y

F1 F F F F F
 1, 2  1, 3  0 and 1  2  3  1  1  0  2
x y z x y z
By Gauss Divergence theorem,

 F1 F2 F3 

  F dydz  F dzdx  F dxdy      x 
s
1 2 3
V
y
  dxdydz
z 

Page | 166
2: Evaluate over the tetrahedron bounded by x=0, y=0, z=0 and

the plane x+y+z=1.

Sol: Given F = , then div. F = y+2y = 3y
1 1 x 1 x  y
  F .ndS   divFdv     3 ydxdydz
s v x 0 y 0 z 0

  F .d S where F =x i+y j+z k and S is the surface of the sphere

3 3 3
3: Use divergence theorem to evaluate
s

x2+y2+z2 = r2
Sol: We have
 3  
V .F  ( x )  (y3 )  (z3 )  3( x 2  y 2  z 2 )
x y z
∴By divergence theorem,

   3( x  y 2  z 2 )dxdydz
2
=
v


a a
 
3  r 4 sin  (2  0)drd  6 r 0 0 sin  d  dr
r 4

r 0  0

4: Use divergence theorem to evaluate where and S is the surface

bounded by the region x2+y2=4, z=0 and z=3.

Page | 167
Sol: We have
  
divF  .F  (4 x)  (2 y 2 )  (z 2 )  4  4 y  2 z
x y z

2  4 x2 
   21 2  dy  12(0) dx
2 
 0 

[Since the integrans in forst integral is even and in 2nd integral it is on add function]

2 2
 42  4  x 2 dx  42  2 4  x 2 dx
2 0

Page | 168
5: Verify divergence theorem for over the surface S of the solid cut off by the plane
x+y+z=a in the first octant.

Sol: By Gauss theorem,  F .ndS   divFdv

s v

  
 1,  1, 1
x y z

 grad   i i jk
x

Let R be the projection of S on xy-plane

Then the equation of the given plane will be x+y=a  y=a-x
Also when y=0, x=a

F .ndxdy
  F .ndS   
s R n.k

 5 2 
a
a4
  F .ndS     x3  3ax 2  2a 2 x  a3 dx  , on simplification…(1)
0
s
3 3  4
Given F  x 2 i  y 2 j  z 2 k
 2  
 div F  ( x )  ( y 2 )  ( z 2 )  2( x  y  z )
x y z
a a x a x y

Now  divF .dv  2   

x 0 y 0 z 0
( x  y  z )dxdydz

Page | 169
Hence from (1) and (2), the Gauss Divergence theorem is verified.

6: Verify divergence theorem for 2x2y i -y2 j +4xz2 k taken over the region of first octant of the cylinder

y2+z2=9 and x=2.

  F .ndS , where F =2x y i -y

2 2 2
(or) Evaluate j +4xz k and S is the closed surface of the region in the first
s

octant bounded by the cylinder y2+z2 = 9 and the planes x=0, x=2, y=0, z=0

Sol: Let F =2x2y i -y2 j +4xz2 k

  
. F  (2 x 2 )  ( y 2 )  (4 xz 2 )  4 xy  2 y  8xz
x y z

Page | 170
 2
 x2 
   2
  18(2  4)  36(4)  36  144  180...(1)
2  0
18( x x ) 72


 F .ndS =  F .ndS +  F .ndS +……+  F .ndS

s s1 s2 s5

Where S1 is the face OAB, S2 is the face CED, S3 is the face OBDE, S4 is the face OACE and S5 is the curved
surface ABDC.

(i) On S1 : x  0, n  i  F .n  0 Hence  F .ndS

s1

(ii) On S2 : x  2, n  i  F .n  8 y

9 z 2 9 z 2
3 3
 y2 
  F .ndS    8 ydydz   8   dz
0 
s2 0 0
2 0

Page | 171
 (iii) On S3 : y  0, n   j.  F .n  0 Hence  F .ndS
s3

( y 2  z 2 ) 2 y j  2 zk y j  zk y j  zk
(v) On S5 : y  z  9, n    
2 2

( y  z )
2 2
4 y2  4z2 49 3

 y 3  4 xz 3 z 1
F .n  and n.k   9  y2
3 3 3

Hence

= 180 … … (2)

Hence the Divergence theorem is verified from the equality of (1) and (2).

   xi  y j  z k .nds. Where S is the surface bounded by the cone

2
7: Use Divergence theorem to evaluate

x2+y2=z2 in the plane z = 4.

Sol: Given S is the surface bounded by the cone x2+y2=z2 in the plane z
= 4.
Let

  
Now .F  ( x)  ( y)  ( z 2 )  1  1  2 z  2(1  z )
x y z

Page | 172
On the cone, x 2  y 2  z 2 and z=4  x 2  y 2  16


[ putx  4sin   dx  4cos d . Also x  0    0 and x  4    ]
2
 
2 2
    .Fdv  96  4  4 1  sin  cos  d 96  4  cos 2  d
2

V 0 0

8: Use Gauss Divergence theorem to evaluate S is the closed

surface bounded by the xy-plane and the upper half of the sphere x2+y2+z2=a2
above this plane.
Sol: Divergence theorem states that

  
Here .F  ( yz 2 )  ( zx 2 )  (2 z 2 )  4 z
x y z

   F .ds     4 zdxdydz
s V

Introducing spherical polar coordinates x  r sin  cos  , y  r sin  sin  ,

Page | 173
 z  r cos then dxdydz  r 2 drd d
a  2
   F .ds  4    (r cos )(r
2
sin  drd d )
s  
r 0 0 0

9: Verify Gauss divergence theorem for taken over the cube bounded by
x = 0, x = a, y= 0, y = a, z = 0, z = a.
Sol: We have
 3  
.F  ( x )  ( y 3 )  ( z 3 )  3x 2  3 y 2  3z 2
x y z

Page | 174
To evaluate the surface integral divide the closed surface S of the cube into 6 parts.
i.e., S1 : The face DEFA ; S4 : The face OBDC

S2 : The face AGCO ; S5 : The face GCDE

S3 : The face AGEF ; S6: The face AFBO

  a i  y 
a a
   F .nds  3 3
j  z 3 k .idydz
s1 z 0 y 0

  y  
a a

  F .nds  j  z 3 k . i dydz  0
3

s2 z 0 y 0

  
a a a a a

  F .nds  x3 i  a3 j  z 3 k . jdxdz  a3   dxdz  a3  adz  a 4  z 0

a

s3 z 0 x 0 z 0 x 0 0

 a5

Page | 175
The Gauss divergence theorem is verified.

II. GREEN’S THEOREM IN A PLANE

(Transformation Between Line Integral and Surface Integral ) [JNTU 2001S].

If S is Closed region in xy plane bounded by a simple closed curve C and if M and N are continuous functions
of x and y having continuous derivatives in R, then

 N M 
 Mdx  Ndy    x 
C R
dxdy.
y 

Where C is traversed in the positive(anti clock-wise) direction

SOLVED PROBLEMS
1.Verify Green’s theorem in plane for where C is the region bounded

by y= and y= .
Solution: Let M=3 - and N=4y-6xy. Then

Page | 176
We have by Green’s theorem,

 N M 
 Mdx  Ndy    x 
C R
dxdy.
y 

 N M 
Now   x  dxdy   16 y  6 y dxdy
R
y  R

x
1 x
 y2  1

= 10 ydxdy =10   ydydx  10    dx

x 0 
R x 0 y  x2
22
x

=5 ….(1)

Verification:
We can write the line integral along c
=[line integral along y= (from O to A) + [line integral along =x(from A to O)]
= + (say)

Now =


 

0 0
l2    3x 2  8 x  dx  4 x  6 x 2 dx     3x 2  11x  2  dx 
3 1 5
And
1  2 x  1 2

 N M 
From(1) and (2), we have  Mdx  Ndy    x 
C R
y
dxdy.


hence the verification of the Green’s theorem.

2.Evaluate by Green’s theorem where C is the triangle enclosed by the lines

y=0, x= ,

Solution: Let M=y- Then

Page | 177
 =1 and =-

 N M 
 By Green’s theorem  Mdx  Ndy    x  dxdy.
C R
y 

  ( y  sin x)dx  cos xdy   (1  sin x)dxdy

c R

=-

=-


2 
2
=  x   cos x  x   0   1( cos x  x)dx
  0

3. Evaluate by Green’s theorem for where C is the rectangle with

vertices ,
Solution: Let M=

 N M 
By Green’s theorem,  Mdx  Ndy    x 
C R
y
dxdy.


 ( x  cosh y)dx  ( y  sin x)dy    (cos x  sinh y)dxdy

 2

c R

=

=  (cos x  cosh1 1)dx
x 0

4.A Vector field is given by F  (sin y)i  x(1  cos y) j

Page | 178
Evaluate the line integral over the circular path + , z=0
(i) Directly (ii) By using Green’s theorem
Solution: (i) Using the line integral


= sin ydx  x cos ydy  xdy 
c
 d ( x sin y)  xdy
c

Given Circle is + . Take x=a and y=a so that dx=-a and

dy=a and

1 
=0+ 4a 2 . .   a2
2 2
(ii)Using Green’s theorem
Let M= and N=x Then

= and =

By Green’s theorem,

 N M 
 Mdx  Ndy    x 
C R
dxdy
y 

 sin ydx  x(1  cos y)dy   ( cos y  1  cos y)dxdy   dxdy


c R

  dA  A   a ( area of circle=  a )
2 2
=
R

We observe that the values obtained in (i) and (ii) are same to that Green’s theorem is verified.

5.Show that area bounded by a simple closed curve C is given by and hence find the area of

x2 y 2
(i)The ellipse x= a cos  , y  bsin (i.e)  1
a 2 b2
(ii )The Circle x=

 N M 
Solution: We have by Green’s theorem  Mdx  Ndy     x 
C R
y
dxdy


Here M=-y and N=x so that

 xdy  ydx  2 dxdy  2 A where A is the area of the surface.

c R

(i)For the ellipse x= and y= and

=

Page | 179
 =

(ii)Put a=b to get area of the circle A=

6: Verify Green’s theorem for where C is bounded by y=x and

y=

 N M 
Solution: By Green’s theorem, we have  Mdx  Ndy     x 
C R
y
dxdy


Here M=xy + and N=

The line y=x and the parabola y= intersect at O and A

Now  Mdx  Ndy   Mdx  Ndy   Mdx  Ndy......(1)

c c1 c2
…..(1)

Along the line integral is

1

 Mdx  Ndy   [ x( x )  x ]dx  x d ( x ) ( x x  2x )dx   (3x  x )dx

2 4 2 2 3 4 3 3 4

c1 c1 c 0

= = …….(2)

Along from to the line integral is

 Mdx  Ndy   ( x.x  x )dx  x 2 dx

2

c2 c2

= =0-1=-1 ….(3)

From (1), (2) and (3), we have

…(4)

Now

 N M 
   x  dxdy =   (2 x  x  2 y)dxdy
R
y  R

Page | 180
 = = ….(5)

 N M 
From c Mdx  Ndy =  R  x  y  dxdy

Hence the verification of the Green’s theorem.
13. Using Green’s theorem evaluate Where “C” is the closed curve

of the region bounded by y= and

Solution:

The two parabolas are intersecting at O and P(1,1)

Here M=2xy- and N= +

Hence

 N M 
By Green’s theorem c Mdx  Ndy =  R  x  y  dxdy

1 x


i.e., (2 xy  x )dx  ( x  y )dy    (0)dxdy  0
2 2 2

c x 0 y  x2

8.Verify Green’s theorem for where c is the region bounded by

x=0, y=0 and x+y=1.

Solution : By Green’s theorem, we have

 N M 
 Mdx  Ndy     x 
c R
y
dxdy

Here M=3 and N=4y-6xy

Page | 181
 M N
  16 y and  6 y
y x

Now  Mdx  Ndy   Mdx  Ndy   Mdx  Ndy   Mdx  Ndy...(1)

c OA AB BC

Along OA, y=0

Along AB, x+y=1 and x=1-y and y varies from 0 to 1.

1

AB
 Mdx  Ndy =  [3( y  1)2  8 y 2 ](dy)  [4 y  6 y( y  1)]dy
0

Along BO, x=0 and limits of y are from 1 to 0

from (1), we have

1 1 x
 N M 
Now     dxdy  x0 y0 (6 y  16 y)dxdy
R  x y 

=10

=5

=- =

 N M 
From (2) and (3), we have  Mdx  Ndy     x 
c R
y
dxdy

Hence the verification of the Green’s Theorem.

Page | 182
9.Apply Green’s theorem to evaluate

the boundary of the area enclosed by the x-axis and upper half of the circle

Solution : Let M= and N= Then

 N M 
 Mdx  Ndy     x 
c R
dxdy
y 

 [(2 x  y 2 )dx  ( x 2  y 2 )dy]    (2 x  2 y)dxdy

2

c R

=2   ( x  y)dy
R

=2

[Changing to polar coordinates (r, , r varies from 0 to a and varies from 0 to ]

a 

 [(2 x  y )dx  ( x  y )dy]  2 r dr  (cos   sin  )d

 2 2 2 2 2

c 0 0

=2.

10.Find the area of the Folium of Descartes

Theorem.
Solution: from Green’s theorem, we have

1
By Green’s theorem, Area =
2 ( xdy  ydx)

Considering the loop of folium Descartes(a>0)

Page | 183
 3at 3at 2  d  3at    d  3at   2
Let x= , y  , Then dx   dt  1  t 3   dt and dy    3 
dt
1 t3 1 t3     dt  1  t  
 3a 3a 
The point of intersection of the loop is  ,   t 1
 2 2
Along OA, t varies from 0 to1.

1  3   3 
1  3at  3at (2  t )   3at  3a(1  2t )   dt
2
= 
2 0 1  t 3  1  t 3 2  1  t 3  1  t 3 2  
    

9a 2 t 2  t 5 9a 2 t 2 (1  t 3 )
1 1

2 0 (1  t 3 )3 2 0 (1  t 3 )3
 dt  dt

= [Put 1+

L.L. : x=1, U.L.:x=2]

2 2
9a 2 t 2 dx 9a 2 1 3a 2
=
2 1 x2 . 3t 2  6 1 x2 dx 
4
sq. units(a>0).

11: Verify Green’s theorem in the plane for

Where C is square with vertices (0,0), (2,0), (2,2), (0,2).

Solution: The Cartesian form of Green’s theorem in the plane is

 N M 
 Mdx  Ndy     x 
c R
dxdy
y 

Here M= and N=

-3 and

Page | 184
Evaluation of

To Evaluate , we shall take C in four different segments viz (i) along

OA(y=0) (ii) along AB(x=2) (iii) along BC(y=2) (iv) along CO(x=0).
(i)Along OA(y=0)

…..(1)

(ii)Along AB(x=2)
[

= ….(2)

(iii)Along BC(y=2)
[
2
 x3 2 8  40
=   4 x      16   ......(3)
3 0 3  3
(iv)Along CO(x=0)

[ …..(4)

Adding(1),(2),(3) and (4), we get

x  xy 3 dx   y 2  2 xy  dy     
8 16 40 8 24
2
8 …(5)
c
3 3 3 3 3

 N M 
Evaluation of    x 
R
y
dxdy

Here x ranges from 0 to 2 and y ranges from 0 to 2.

 N M  2 2

 R  x  y dxdy = 0 0 (2 y  3xy )dxdy

2


=  (4 y  6 y 2 )dy  2 y 2  2 y 3 
2

0
0

=-8+16=8 …(6)
From (5) and (6), we have

 N M 
 Mdx  Ndy     x 
c R
dxdy
y 

Hence the Green’s theorem is verified.

Page | 185
III. STOKE’S THEOREM
(Transformation between Line Integral and Surface Integral) [JNTU 2000]
Let S be a open surface bounded by a closed, non intersecting curve C. If is any differentieable
vector point function then = direction

and

Prove by Stokes theorem, Curl grad =

Solution: Let S be the surface enclosed by a simple closed curve C.

 i   
  x  j y  k z  .idx  jdy  kdz 
= 
c

    
 dz   d    p where P is any point on C.
z  
= dx  dy 
c  x y


  
prove that  curl f .dS   f .d r  curl g rad  f dS
s c s

Solution: Applying Stokes theorem to the function

  f .d r   curl  f  .nds    grad  f  curl f  ds

c s

3: Prove that

Solution: By Stokes Theorem,

  f f  .d r   curlf  f .n ds    fcurlf  f f .n ds

c s s

  0.nds  0[ curlf  0 and f f  0]

Prove that  f g.d r    f g .nds

c

Solution: By Stokes Theorem,

  f g.d r      f g  nds   f g  fcur lg radg .nds

c s s

=  f g .nds  curl ( gradg )  0

1.Verify Stokes theorem for , Where S is the circular disc

Page | 186
Solution: Given that . The boundary of C of S is a circle in xy plane.
We use the parametric co-ordinates x=cos
dx=-sin and dy =cos

= =

=2 =2

Now

We have (k.n)ds  dxdy and R is the region on xy-plane

Put x=r cos

r is varying from 0 to 1 and 0
 . .rdr d

L.H.S=R.H.S.Hence the theorem is verified.

2.If F  yi  ( x  2 xz ) j  xyk , evaluate     F  .nds . Where S is the surface of sphere

s

Solution: Given
By Stokes Theorem,

. 
= F .d r 
c

Above the xy plane the sphere is

Put x=a cos ,y=asin

Page | 187
Verify Stokes theorem for over the upper half surface of the sphere
bounded by the projection of the xy-plane.
Solution: The boundary C of S is a circle in xy plane i.e =1, z=0
The parametric equations are x=

 F.d r   F dx  F dy  F dz   (2x  y)dx  yz dy  y zdz

2 2
1 2 3
c c c

=
2 2 2
   (2cos   sin  )sin  d   sin
2
 d   sin 2 d
0 0 0

Again =

. =

Where R is the projection of S on xy plane and

Now

= 2 =

Stokes theorem is verified.

3.Verify Stokes theorem for the function integrated round the square in the plan z=0
whose sides are along the lines x=0, y=0, x=a, y=a.
Solution: Given

Page | 188
By Stokes Theorem, . 
= F .d r
c

Now = y

L.H.S.= . 
s

= y (n.k )ds  ydxdy
s

 and R is the region bounded for the square.

 
R.H.S. = F .d r  ( x 2 dx  xydy )
C C

But

(i)Along OA: y=0, z=0, dy=0, dz=0

(ii)Along AB:x=a, z=0,dx=0,dz=0

a
1
 F .d r   aydy  2 a
3

AB 0

(iii)Along BC: y=a,z=0,dy=0,dz=0

(iv)Along CO: x=0, z=0, dx=0, dz=0

Adding

Hence the verification.

4. Apply Stokes theorem, to evaluate  ( ydx  zdy  xdz) where c is the curve of intersection of the
c

sphere and x+z=a.

Solution : The intersection of the sphere the plane x+z=a. is a circle in the plane
x+z=a. with AB as diameter.
Equation of the plane is x+z=a

OA  OB  a i.e., A  (a,0,0) and B=(0,0,a)

 Length of the diameter AB  a 2  a 2  0 =a

Radius of the circle, r=

Let

Page | 189
 =

Let be the unit normal to this surface.

Then s=x+z-a, S = i  k

Hence

=- ds =

=-

5. Apply the Stoke’s theorem and show that is any vector and S =

Solution: Cut the surface if the Sphere Let denotes its upper
and lower portions a C, be the common curve bounding both these portions.

  curl F .d s   F .d s   F .d s
s s1 s2

Applying Stoke’s theorem,

 curl F .d s   F .d R   F .d R  0
s s1 s2

The 2nd integral curl is negative because it is traversed in opposite direction to first integral.

The above result is true for any closed surface S.

6.Evaluate by Stokes theorem where C is the boundary of the

triangle with vertices (0,0,0), (1,0,0) and (1,1,0).

Solution: Let

Then
By Stokes theorem,

Page | 190
Where S is the surface of the triangle OAB which lies
in the xy plane. Since the z Co-ordinates of O,A and B
Are zero. Therefore . Equation of OA is y=0 and
that of OB, y=x in the xy plane.

= 2

ds=curl
 the

= OA  AB= 1 11  1
2 2

7: Use Stoke’s theorem to evaluate over the surface of the paraboloid

z  x 2  y 2  1, z  0 where
Solution : By Stoke’s theorem

 curl F.d s   F .d r   ( yi  z j  xk ).(idx  jdy  kdz )

s c c


= ydx (Since z=0,dz=0) ……(1)
c

Where C is the circle

The parametric equations of the circle are x=

Hence (1) becomes


2 2 2
1 
 curl F .ds   sin  ( sin  )d    0     0 sin  d  4  2  2  
2 2
sin d 4
s  0

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8: Verify Stoke’s theorem for taken round the rectangle bounded by the lines x=

Solution: Let ABCD be the rectangle whose vertices are (a,0), (a,b), (-a,b) and (-a,0).
Equations of AB, BC, CD and DA are x=a, y=b, x=-a and y=0.
We have to prove that

= …..(1)

(i) Along AB, x=a, dx=0

from (1),

(ii)Along BC, y=b, dy=0

x  a a
 x3 
  ( x  b )dx    b2 x  =
2 2
from (1),
BC x a 3  xa
(iii) Along CD, x=-a, dx=0
0
0
 y2 
from (1),    2aydy  2 a    ab 2
CD y b  2  y b

(iv)Along DA, y=0, dy=0

xa a
 x3  2a 3
from (1),  
  
2
x dx 3
DA x  a   x  a 3
(i)+(ii)+(iii)+(iv) gives

-- + ….(2)

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Consider

Vector Perpendicular to the xy-plane is

Since the rectangle lies in the xy plane,

and ds =dx dy

b a b
= =4  y  x  dy  4  2aydy
y 0 a y 0

= …..(3)
Hence from (2) and (3), the Stoke’s theorem is verified.
9: Verify Stoke’s theorem for where S is the surface of the cube x
=0, y=0, z=0, x=2, y=2,z=2 above the xy plane.
Solution: Given where S is the surface of the cube.
x=0, y=0, z=0, x=2, y=2, z=2 above the xy plane.
By Stoke’s theorem, we have

…..(1)
To find

. (dx

=
Sis the surface of the cube above the xy-plane

Along
……..(2)

Along
……. .(3)

Along

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 2 2

= 4dy   4 y   8
 ……(4)
0 0

Along
. …..(5)

Above the surface When z=2

Along ….(6)

Along y changes from 0 to 2

2
2 2
 y2 
0  0    2   4  y 0  4  8  12
2
F .d r (2 y 4) dy 2 ….(7)
 0
Along x changes from 2 to 0
….(8)

Along y changes from 2 to 0.

0
0
 y2 
2 (2 y  4)  2  2   4  y 2  12
0
…..(9)
2

(2)+(3)+(4)+(5)+(6)+(7)+(8)+(9) gives
…..(10)

By Stokes theorem, We have

= ds=-4
Hence Stoke’s theorem is verified.
10.Verify the Stoke’s theorem for and surface is the part of the sphere

Solution: Given over the surface

We have to prove =

. (y =ydx + zdy + xdz

Let x=
[

=- …..(1)

Curl = (

Page | 194
Unit normal vector =

Substituting the spherical polar coordinates, we get


2 2

  curl F .nds     sin  cos   sin  sin   cos  sin  d d

 0  0

=-2

= …..(2)

From (1) and (2), we have

’s theorem is verified.

 
11: Verify Stoke’s theorem for F  x 2  y 2 i  2 xy j over the box bounded by the planes

x=0,x=a,y=0,y=b.
Solution :

Stokes theorem states that  F .d r   Curl F .nds

c s

Given

i j k
Curl =     i (0, 0)  j (0, 0)  k (2 y  2 y)  4 yk
x y z
x  y2
2
2 xy 0

R.H.S=  Curl F .nds   4 y  k.n  ds

s s

Let R be the region bounded by the rectangle

Page | 195
 b
a b a
 y2  a

s Curl F .nds  x0 y0 4 ydxdy  x0 4 2  dx  2b x01dx

2

=2 2a
To Calculate L.H.S

Let O= and
C=(0,b) are the vertices of the rectangle.
(i)Along the line OA
y=0; dy=0, x ranges from 0 to a.

(ii)Along the line AB

x=a; dx=0, y ranges from 0 to b.

=a

(iii)Along the line BC

y=b; dy=0, x ranges from a to 0
0
0
 x3 2   a3 2 
BC  xa       b a
2 2
F .d r ( x y ) dx 3 b x  0
 a 3 

=a

(iv) Along the line CO

x=0,dx=0,y changes from b to 0
0
=  2 xydy  0
y b

Adding these four values

= =

L.H.S = R.H.S
Hence the verification of the stoke’s theorem.

12: Verify Stoke’s theorem for = – 2xy taken round the rectangle bounded by
x= , y=0,y=a.

Page | 196
Solution:

Curl = = -4y

For the given surface S,


Now =

 b
a

=    4 ydx  dy
y  0  x  b 
a b

=   4 xy  dy
0 b

a
= =  4by 2   4a 2b........(1)
0

Along DA , y=0,dy=0  =0 ( F .dr  0)

Along AB, x=b,dx=0

a
= =  by 2   a 2b
0

Along BC,y=a,dy=0
= =

Along CD, x=-b,dx=0

0
= =  by 2   a 2b .
a

=0 = -------(2)
Page | 197
From (1),(2) =

Hence the theorem is verified.

13: Using Stroke’s theorem evaluate the integral where

=2 +3 -(2x+z and C is the boundary of the triangle whose vertices are (0,0,0),(2,0,0),(2,2,0).
Solution:

Curl = = 2 + (6x-4y)

Since the z-coordinate of each vertex of the triangle is zero , the triangle lies in the xy-plane .
 =k
(Curl = 6x-4y
Consider the triangle in xy-plane .
Equation of the straight line OB is y=x.
By Stroke’s theorem

 F .d r    (curl F ).nds
c s

= =
2

 6 xy  2 y
x
= 2
 dx =
0
x 0

2
 x3 
= 4  =
 3 0

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